Consider a risk-free rate of interest of 1% and the following risky portfolios: Portfolio V: E(r) = 10%; risk = 20%. Portfolio W: E(r) = 6%; risk = 15%. Portfolio X: E(r) = 8%; risk = 17%. Portfolio Y: E(r) = 9%; risk = 18%. Portfolio Z: E(r) = 15%; risk = 28%. An investor must develop a complete portfolio by combining the risk-free asset with one of the risky portfolios mentioned above. The risky portfolio the investor should choose as part of his complete portfolio to achieve the best Capital Allocation Line would be O portfolio Y. O portfolio Z. O portfolio V. O portfolio X. O portfolio W