In utility function U $=$ E$($r$)-0\mathrm{.}5$A$2,$ A is a measure of investors' degree of risk aversion. Which of the following statements is incorrect?

Question $15$ options:

a$)$

For a risk$-$neutral investor, A equals zero.

b$)$

For a risk$-$averse investor, A is greater than $0.$

c$)$

Risk$-$neutral investors only care about returns of investments but not risks.

d$)$

For a risk$-$averse investor, A is zero or less than $0.$

e$)$

For a risk lover, A is less than zero.