An investor is considering investing in only one of the following securities:

A B C

Expected Return 0.10 0.10 0.15

Standard Deviation 0.05 0.06 0.09

Which of the following statements is true?

Select one:

a. Securities A and B are equally desirable if the investor is risk-averse.

b. Security C is more desirable than Security A if the investor is very risk-averse.

c. Security B is relatively less risky than Security C.

d. Securities B and C are of equal relative risk