Problem 9-10 Dominant Portfolios (LG9-6) 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 16 percent and risk of 26 percent. The expected return and risk of portfolio Green are 14 percent and 20 percent, and for the Red portfolio are 14 percent and 22 percent. O O O O Portfolio Red dominates portfolio Green. Portfolio Green dominates Red. Portfolio Orange dominates portfolio Green. Portfolio Orange dominates portfolio Red.