Consider a riskgportfolio, A, with an expected rate of return of 0.20 and a standard deviation of 0.20, that lies on a given indifference curve. Which one of the following portfolios is not likely to lie on the same indifference curve for a risk-averse investor with a mean-variance utility function? a. Expected return =0.15; Standard deviation =0.25 b. Expected return =0.18; 5tandard deviation =0.17 C. Expected return =0.14: Standard deviation =0.19 d. Expected return =0.16 : Standard deviation =0.15 e. Expected return =0.15: Standard deviation =0.13