Consider a risky portfolio, 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 =0.18; Standard deviation =0.17 b. Expected return =0.16; Standard deviation =0.15 c. Expected return =0.15; Standard deviation =0.25 d. Expected return =0.14; Standard deviation =0.19 e. Expected return =0.15; Standard deviation =0.13