expected rates of return on portfolios A and B are 12% and 19%, respectively. The beta of A is 0.7 while that of B is 2. The standard deviation for A is 10% while that for B is 39%, and A and B have a correlation of +1. Also, the T-bill rate is 6% and the market risk premium is also 6%. If you had to invest in T-bills and only one of the portfolios below, which would you choose?