Consider the spreadsheet output provided below. The sheet shows the different proportions of three securities to form eleven portfolios that minimise the variance of return using a specified expected return. The weights of the portfolios and the minimum variance values were determined using the Solver in Excel. Select the correct answer below. Range of Minimum returns variance Security A Security B Security C 0.012 0.0047 0.00 0.00 1.00 0.013 0.0036 0.00 0.32 0.68 0.015 0.0027 0.00 0.64 0.36 0.019 0.0015 0.11 0.64 0.26 0.021 0.0018 0.21 0.63 0.16 0.025 0.0022 0.32 0.62 0.06 0.028 0.0027 0.45 0.55 0.00 0.030 0.0032 0.60 0.40 0.00 0.033 0.0050 0.75 0.25 0.00 0.035 0.0073 0.91 0.09 0.00 0.037 0.0090 1.00 0.00 0.00 A. The most suitable portfolio for a risk averse investor is the one with 21% of Security A, 63% of Security B and 16% of Security C. B. The most suitable portfolio for a risk averse investor is the one with 100% of Security C. . C. The most suitable portfolio for a risk averse investor is the one with 64% of Security B and 36% of Security C. D. The most suitable portfolio for a risk averse investor is the one with 11% of Security A, 64% of Security B and 26% of Security C E. The most suitable portfolio for a risk averse investor is the one with 100% of Security A