9} Suppose Sarah can borrow and lend at the risk freedrate of 3%. Which of the following risky portfolios should she hold in combination with a position in the rislo free asset? a) portfolio with a standard deviation of 15% and an expected return of12'31': b} portfolio with a standard deviation of 19% and an expected return of 15% c) portfolio with a standard deviation of 12% and an expected return of 9% d} she should be indifferent in holding any of the three portfolios e) None of the above