Consider a T-bill 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 Erom 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? a. Cannot be determined. b. The set of portfolios formed with the T-bill and security D. c. The set of portfolios formed with the T-bill and security C. d. The set of portfolios formed with the T-bill and security A. e. The set of portfolios formed with the T-bill and security B