You are a risk-avense investor who is considering invesing in one of two oconomios. The expectod rotum and volatlity of al sbocks in both economies is the same. in the frut acenemy, af stodis move together-in good imes all prices rise logether, and in bad times they all fal togethec, In the second economy, Asock returns arp independent-ene altok increasing in proe has na effed on the prices of other siocks. Which economy would you choose to invest in? Explain. (Select the best choice below.) A. A risk averse imvertor would choose the economy in which stocks move together bocabe the uncertainty is much moee predictable, and you have so predict anly ene thing. B. A risk averne inventor would choose the economy in which stock retums are independent beonse risk can be divenified away in a large porthlo. c. A tikk averene investor would prefer the economy in which stock roturnis are insopenderh because by combining the stocks inte a portlolio he or she can get at higher expected retum than in the economy in which als stocks move together. D. Arisk averse investor is indifferent in both cases because he or she faces unpredctable tisk