Consider a risky portfolio, A, with an expected rate of return of 0.16 and a standard deviation of 0.25, 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 meanvariance utility function? a. Expected return =0.20; Standard deviation =0.15 b. Expected return =0.10; Standard deviation =0.20 c. Expected return =0.15; Standard deviation =0.20 d. Expected return =0.12; Standard deviation =0.10 e. Expected return =0.10; Standard deviation =0.10