d Determine which one of the three portfolios dominates another. Name the dominated portfolio and the portfolio that dominates it. Portfolio Green has an expected return of 20 percent and risk of 28 percent. The expected return and risk of portfolio Red are 15 percent and 25 percent, and for the Orange portfolio are 15 percent and 24 percent. Portfolio Red dominates portfolio Orange. Portfolio Orange dominates portfolio Red. Portfolio Green dominates portfolio Red. Portfolio Green dominates portfolio Orange.