Use the Below Information to Answer the Following Question U = E(r)? (A/2)s²

Use the below information to answer the following question. $\begin{array}{llcc}\text { Investment } &\text { Expected Return } E(r) &\text { Standard Deviation }\\1&0.12&0.13\\2&0.15&0.15\\3&0.21&0.16\\4&0.24&0.21\\\end{array}$

U = E(r) ? (A/2) s².
Which investment would you select if you were risk neutral?

A) 1
B) 2
C) 3
D) 4
E) Cannot be determined from the information given.