Question: An investor has a utility function which assigns very high utility to portfolios with extreme positive return realisations, independent of the mean and standard deviation

An investor has a utility function which assigns very high utility to portfolios with extreme positive return realisations, independent of the mean and standard deviation of the portfolio returns. This is consistent withSelect one:O a. Preferences for low idiosyncratic volatilityO b. Preferences for low-riskO. The CAPMO d. Mean-variance utilityO e. Preferences for lottery-like payoffs

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