Determine which one of the three portfolios dominates another. Name the dominated portfolio and the portfolio that dominates it$.$ Portfolio Orange has an expected return of $22$ percent and risk of $30$ percent. The expected return and risk of portfolio Green are $17$ percent and $24$ percent, and for the Red portfolio are $17$ percent and $26$ percent.

Portfolio Red dominates portfolio Green.

Portfolio Green dominates Red.

Portfolio Orange dominates portfolio Green.

Portfolio Orange dominates portfolio Red.