Consider a T-bill with a rate of return of 5% and the following risky securities: Security A: E) = 0.15; Variance = 0.04 Security B: E1) = 0.10; Variance = 0.0225 Security C: E0 = 0.12; Variance = 0.01 Security D: E = 0.13; Variance = 0.0625 From which set of portfolios, formed with the T-bill and any one of the four risky securities, would a risk-averse investor always choose his portfolio? Multiple Choice 0 The set of portfolios formed with the T-bill and security A. 0 The set of portfolios formed with the T-bill and security B. 0 The set of portfolios formed with the T-bill and security C. 0 The set of portfolios formed with the T-bill and security D. 0 Cannot be determined