Question 37 (1.25 points) Consider a Treasury bill with a rate of return of 2% and the following risky portfolio: Portfolio A: E(r) = .08; Standard deviation = .18 Portfolio B: E(r) = .10: Standard deviation = .20 Portfolio C: E(r) = .11; Standard deviation = .28 Portfolio D: E(r) = 12; Standard deviation = .30 The investor must develop a complete portfolio by combining the risk-free asset with one of the risky portfolios mentioned above. The risky portfolio the investor should choose as part of her complete portfolio to achieve the best CAL would be a) Portfolio A b) Portfolio B c) Portfolio D d) Portfolio C