Bill Ltd shares offer an expected return on 20 per cent per annum and a standard deviation of 15 per cent per annum. Ben Ltd shares also offer an expected return of 20 per cent per annum and a standard deviation of 15 per cent per annum. The returns between Bill Ltd shares and Ben Ltd shares are negatively correlated.For a risk averse investor, the optimum portfolio comprising at most only these two shares will:

A.contain equal weights in Bill and Ben shares

B.contain no Bill shares.

C. be unaffected by the choice of weights of Bill and Ben shares

D.contain no Ben shares