Consider a Treasury bill with a rate of return of 5% and the following risky securities:

A: E(r)=0.15 with stand deviation=0.245

B: E(r)=0.12 with stand deviation=0.15

C: E(r)=0.11 with stand deviation=0.316

D: E(r)=0.11 with stand deviation=0.25

The investor must develop a complete portfolio with the risk-free asset and one of the securities mentioned above. Which security will give her the complete portfolio to achieve the best CAL? Multiple Choice Security C Security A Security D Security B