能否从公式的角度解释这题？

问题如下：

If Investor A has a lower risk aversion coefficient than Investor B, will Investor B's optimal portfolio most likely have a higher expected return on the capital allocation line? (mock)

选项：

A.No, because Investor B has a lower risk tolerance B.Yes C.No, because Investor B has a higher risk tolerance

解释：

Investor B has a higher risk aversion coefficient, which means a lower risk tolerance and a lower expected return on the capital allocation line.