Two investors in two different countries, investor A in country 1 and investor B in country 2, have the same preferences represented by the utility function U = E(T) 0.5ao?, with the same risk aversion coefficient a. They also have the same amount of money to invest. Assuming that due to market segmentation, they have to invest in their own domestic markets. The risk-free rate is the same in two countries. The market portfolios in two countries have the same expected return, but the country 2's market portfolio has a higher return standard deviation. Based on the optimal portfolio theory, which statement below is true? Select one: O A. Investor A will invest more in the risky asset than investor B. B. Investor A will invest the same amount in the risky asset as investor B. O C. Investor A will invest less in the risky asset than investor B. O D. None of the other statements is correct. O E. There is no enough information to tell