Consider a T-bill with a rate of return of 5 percent 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 0.10 Security D: E(r) = 0.13 ; Variance 0.0625 From which set of portfolios, formed with the T-bill and any one of the 4 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 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