$1.$ Consider the four risky securities described below. Which of these securities would

be the best to combine with a Treasury Bill that pays a risk$-$free rate of $7\mathrm{.}0\%?$

a$)$ Security A: E$($R$)=10\%\backslash$sigma $=14\mathrm{.}0\%$

b$)$ Security B: E$($R$)=15\%\backslash$sigma $=19\mathrm{.}0\%$

c$)$ Security C: E$($R$)=21\%\backslash$sigma $=19\mathrm{.}0\%$

d$)$ Security D: E$($R$)=18\%\backslash$sigma $=14\mathrm{.}0\%$