Examine the chart below of expected returns versus standard deviation:

Choose the correct answer:

A. portfolio A is the optimal risky portfolio

B. portfolio B is the minimum variance portfolio

C. portfolio E is 100% investment in the optimal risky asset

D. portfolio C is greater than 100% investment in the optimal risky asset

Examine the chart below of expected returns versus standard deviation:

Choose the correct answer:

A. portfolio A is the optimal risky portfolio

B. portfolio B is the minimum variance portfolio

C. portfolio E is 100% investment in the optimal risky asset

D. portfolio D is 100% investment in the risk-free asset

18.00% Portfolio C 16.00% Portfolio D 14.00% PortfolioA 12.00% Portfolio B 10.00% Opportunity Set CAL 8.00% 6.00% Portfolio E 4.00% Chart Area 0.00% 0.00% 10.00% 20.00% 30.00% 40.00% 18.00% Portfolio C 16.00% Portfolio D 14.00% PortfolioA 12.00% Portfolio B 10.00% Opportunity Set CAL 8.00% 6.00% Portfolio E 4.00% Chart Area 0.00% 0.00% 10.00% 20.00% 30.00% 40.00%