Use the following information for the next two questions. ,do them only when you are done with the others.) An investor, who has the utility function U = E(r) -.005A02, consider the following investments: Investment Expected Return E(r) Standard Deviation B 15 20 18 30 D 12. 10 Suppose that the investor prefers investment B to C and investment C to D. a) What is the smallest possible value of his risk-aversion parameter A? (Format of the answer: 3.50 -- round to 2 digits.) b) is the largest possible value of his risk-aversion parameter A? (Format of the answer: 3.50 -- round to 2 digits.) Use the following information for the next two questions. ,do them only when you are done with the others.) An investor, who has the utility function U = E(r) -.005A02, consider the following investments: Investment Expected Return E(r) Standard Deviation B 15 20 18 30 D 12. 10 Suppose that the investor prefers investment B to C and investment C to D. a) What is the smallest possible value of his risk-aversion parameter A? (Format of the answer: 3.50 -- round to 2 digits.) b) is the largest possible value of his risk-aversion parameter A? (Format of the answer: 3.50 -- round to 2 digits.)