Use the Below Information to Answer the Following Question U = E(r ) - (A/2)s2 Which Investment Would You

Use the below information to answer the following question. $$\begin{array} { l c c } \text { Investment } & \begin{array} { c } \text { Expected } \\\text { Return E(r) }\end{array} & \begin{array} { c } \text { Standard } \\\text { Deviation }\end{array} \\1 & 0.12 & 0.3 \\2 & 0.15 & 0.5 \\3 & 0.21 & 0.16 \\4 & 0.24 & 0.21 \\\hline\end{array}$$ U = E(r ) - (A/2) s2 Which investment would you select if you were risk neutral?

A) 1
B) 2
C) 3
D) 4
E) Cannot be determined from the information given.