Following is the data regarding six securities: 8 9 5 8 6 LO A B D E F Return (%) 8 8 12 4 9 8 Risk (Standard deviation) 4 12 4 5 6 (0) Assuming three will have to be selected, state which ones will be picked. (ii) Assuming perfect correlation, show whether it is preferable to invest 75% in A and 25% in C or to invest 100% in E