Consider a T-bill with a rate of return of 5 percent and the following risky securities: Security A: E() = 0.15; Variance = 0.04 Security B: EC) = 0.10: Variance -0.0225 Security C: E(0) 0.12: Variance = 0.10 Security D: E(T) = 0.13: Variance = 0.0625 From which set of portfolios, formed with the T-bill and any one of the 4 risky securities, would 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 B. The set of portfolios formed with the T-bill and security C. The set of portfolios formed with the T-bill and security D. Cannot be determined