Consider a Treasury bill with a rate of return of 5% and the following risky securities: Security A:E(r)=.15; variance =.0400 Security B:E(r)=.10; variance =.0225 Security C:E(r)=.12; variance =.1000 Security D:E(r)=.13; variance =.0625 The investor must develop a complete portfolio by combining the risk-free asset with one of the securities mentioned above. The security the investor should choose as part of her complete portfolio to achieve the best CAL would be security A security B security C security D