An Investor Has the Following Utilities Corresponding to Various Possible

An investor has the following utilities corresponding to various possible returns on an investment:
$\begin{array}{|c|l|}\hline \text { Profit } &{\text { Utility }} \\\hline \$ 100,000 & 1 \\\hline \$ 75,000 & 0.9 \\\hline \$ 40,000 & 0.6 \\\hline \$ 0 & 0.25 \\\hline-\$ 5,000 & 0.10 \\\hline-\$ 10,000 & 0 \\\hline\end{array}$
-The investor is considering an investment with the following potential returns and the probability of these returns. $$\begin{array} { | c | l | } \hline { \text { Profit } } & \text { Probability } \\\hline \$ 100,000 & 0.1 \\\hline \$ 40,000 & 0.5 \\\hline - \$ 10,000 & 0.4 \\\hline\end{array}$$
What is the investor's expected utility for this investment?

A) $26,000
B) $40,000
C) 0.33
D) 0.4
E) Cannot be determined.