Consider a risky portfolio, A, with an expected rate of return of 0.18 and a standard deviation of 0.18, 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 with a mean-variance utility function?

Group of answer choices

Expected return = 0.18; Standard deviation = 0.25

Expected return = 0.20; Standard deviation = 0.20

Expected return = 0.12; Standard deviation = 0.18

Expected return = 0.17; Standard deviation = 0.18

Expected return = 0.18; Standard deviation = 0.15