Considering the following portfolios, when the risk-free rate is 5%... Portfolio-A has an expected return of 18% and a standard deviation of 259 Portfolio-B has an expected return of 20% and a standard deviation of 809 Portfolio-C has an alpha = + 0.05 and beta = +0.5 based on CAPM Portfolio-D has an alpha = + 0.02 and beta = 0.0 based on CAPM = = Which statements are correct? I. A risk-averse investor would choose Portfolio A over Proftolio C. II. A risk-averse investor would choose Portfolio A over Portfolio B. III. A risk-neutral investor would choose Portfolio A over Portfolio B. IV. A risk-averse investor would choose Portfolio Cover Portfolio D. V. A risk-averse investor would choose Portfolio D over Portfolio C