Question 11 1 pts Consider a Tbill with a rate of return of 5% and the following risky securities: Security A: E(r) = 0.15; Variance = 0.04 Security B: E(r) - 0.10; Variance - 0.0225 Security C: E(T) = 0.12; Variance = 0.01 Security D: E(r) 0.13; Variance = 0.0625 From which set of portfolios, formed with the Thill and any one of the four risky securities, would a risk averse investor always choose his portfolio? The set of portfolios formed with the T-bill and security B The set of portfolios formed with the T-bill and security D The set of portfolios formed with the T-bill and security A The set of portfolios formed with the T-bill and security C