Question 13 (1 point) Given: i. Stock X: Expected return = 19%, Standard Deviation = 20% ii. Stock Y: Expected return = 25%, Standard Deviation = 50% Ennio's options are: A. Mix X with risk free borrowing/lending, any weight you want: the lending rate would be 0%, but the borrowing rate would be 6% B. Mix Y with risk free borrowing/lending, any weight you want: the lending and borrowing rate would be 5% Ennio has mean variance preferences and wants to construct an optimal portfolio that has a 10% standard deviation. Which of the following statements is true? Ennio should use option A Ennio should use option B Ennio is indifferent between using options A and B Not enough information to determine which of options A or B is better