Consider a Tbill with a rate of return of 5% and the following risky securities: Security A: E(r)=0.15; Variance =0.04 Security B: E(r)=0.10; Variance =0.0225 Security C: E(r)=0.12; Variance =0.01 Security D: E(r)=0.13; Variance =0.0625 From which set of portfolios, formed with the Tbill and any one of the four risky securities, would a risk averse investor always choose his portfolio? The set of portfolios formed with the T-bill and security A The set of portfolios formed with the T-bill and security D The set of portfolios formed with the T-bill and security C The set of portfolios formed with the T-bill and security B