Consider a T-bill with a rate of return of 5% and the following risky securities. An investor must construct a portfolio by combining the risk-free asset with one of the risky securities mentioned above. Which security should the investor choose? 1) Security A:E(r)=.15; standard deviation =.0400 2) Security B:E(r)=.10; standard deviation =.0225 3) Security C: E(r)=.12; standard deviation = .1000 4) Security D:E(r)=.13; standard deviation = .0625