23. Consider a treasury bill with a rate of return of 3% and the following risky securities: Security A: E(r) = .15; = .0400 Security B: E(r) = .10; o? = .0225 Security C: E(r) = .12; o' -.1000 Security D: E(r) = .13; o? = .0625 The investor must develop a complete portfolio by combining the risk-free asset with one of the securities mentioned above. The security the investor would choose as part of his complete portfolio would be a. security A b. security B C. Security C d. security D