A client has wealth $($W$)$ that is equal to $$100,000.$ She wants you to form a portfolio$$Rp$$by investing in the risky asset$$R$$and the risk$-$free asset$$Rf$.$ Assume that her utility function is$.$All else equal,$$

A$.$

She should invest more in$$R$,$ the lower the Sharpe ratio of$$R$$is$$

B$.$

She should invest more in$$R$,$ the higher the Sharpe ratio of$$R$$is

C$.$

She should invest more in$$R$,$ the lower$$ is $$

D$.$

B and C

E$.$

A and B