Consider a risky portfolio, A, with an expected rate of return of 0.20 and a standard deviation of 0.30, that lies on a given indifference curve. Which one of the following portfolios might lie on the same indifference curve for a risk averse investor?

a. E(r) = 0.145; Standard deviation = 0.25

b. E(r) = 0.30; Standard deviation = 0.30

c. E(r) = 0.20; Standard deviation = 0.35

d. E(r) = 0.10; Standard deviation = 0.22