Two investors are considering investing in a complete portfolio. Samantha has a risk aversion of $A=3$ while Oliver has a risk aversion of $A=1.$ T$-$bill rate is $5\%$ while Asset $xYZ$ has a return of $15\%$ and standard deviation of $27\%.$ Which of the following is true?

Select one:

a$.$ Only the T$-$bill is acceptable to Samantha

b$.$ Neither the T$-$bill nor asset $xYZ$ is acceptable to Samantha

c$.$ Samantha will have a higher proportion of her complete portfolio invested in $xYZ$ compared to Oliver

d$.$ Samantha will have a lower proportion of her complete portfolio invested in XYZ compared to Oliver