Which of the following statements about utility is NOT correct?

A. For each investor, there is only one indifference curve crossing each point on the meanstdev plane.

B. For each investor, equally preferred portfolios lie on an indifference curve.

C. If the coefficient of risk aversion equals zero, the investor is risk-neutral.

D. For each investor, there are countless indifference curves on the mean-stdev plane.

E. For a risk-averse investor, his/her utility is always non-negative.