Consider a Treasury bill with a rate of return of 0.05 and the following risky securities.

expected return variance

A 0.15 0.04

B 0.10 0.0225

C 0.12 0.01

D 0.13 0.0625

1. the set of portfolios formed with the treasury bill and portfolio A
2. the set of portfolios formed with the treasury bill and portfolio B
3. the set of portfolios formed with the treasury bill and portfolio C
4. the set of portfolios formed with the treasury bill and portfolio D
5. can't determined

with explanation