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?

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

B. Securities B and C are of equal relative risk.

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

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