Consider a T-bill with a rate of return of 6% and the following risky securities:

Security A: E(r) = 9%; Standard Deviation = 9%

Security B: E(r) = 10%; Standard Deviation = 11%

security C: E(r)= 16%; Standard Deviation = 20%

Security D: E(r) = 18%; Standard Deviation = 26%

From which set of portfolios, formed with the T-bill and any one of the four risky securities, woulda risk-averse investor always choose his portfolio?