2. Consider a risky portfolio, A, with an expected rate of return of 0.15 and a standard deviation of 0.15, that lies on a given indifference curve. Which one of the following portfolios might lie on the same indifference curve?

A. E(r) = 0.15; Standard deviation = 0.20

B. E(r) = 0.15; Standard deviation = 0.10

C. E(r) = 0.10; Standard deviation = 0.10

D. E(r) = 0.20; Standard deviation = 0.15

E. E(r) = 0.11; Standard deviation = 0.20 please explain why