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A risk-averse investor can borrow and lend at the risk-free rate of 5%. Which of the following risky portfolios should s/ he hold in combination with a position in the risk-free asset? E) any of A,B or C C) portfolio with a standard deviation of 13% and an expected return of 15% B) portfolio with a standard deviation of 15% and an expected return of 13% A) portfolio with a standard deviation of 17% and an expected return of 11% D) none among A, B and C