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 11 percent and risk of 21 percent. The expected return and risk of portfolio Red are 13 percent and 17 percent, and for the Orange portfolio are 13 percent and 16 percent.

A. Portfolio Green dominates Portfolios Red and Orange because it has both a higher expected return and a lower risk level.

B. Portfolio Red dominates Portfolio Orange because it has both an equal return and a higher risk level.

C. Portfolio Orange dominates Portfolios Red and Green because it has the same or higher expected return with a lower risk level.

D. Portfolio Red dominates Portfolios Orange and Green because it has both a higher expected return and a lower risk level.