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-varian function? a. Expected return =0.18; Standard deviation =0.15 b. Expected return =0.20; Standard deviation =0.20 c. Expected return =0.17; Standard deviation =0.18 d. Expected return =0.18; Standard deviation =0.25 e. Expected return =0.12; Standard deviation =0.18