5 Consider a Treasury bill with a rate of return of 5% and the following risky securities: Security A: E/) = .15; variance = .0400 Security B: En = 10; variance = .0225 Security C: 1) = .12; variance = 1000 Security D: 0) = .13; variance = .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 should choose as part of her complete portfolio to achieve the best CAL would be 30-2 Multiple Choice security A security B Oo oo security security D