QUESTION 5 TWO assets have the following expected returns and standard deviations when the risk-free rate is 5% Asset AE(A) = 10% OA = 20% Asset B E(B) = 15% OB = 27% An investor with a risk aversion of A = 6 would find that on a risk-return basis. A. only asset A is acceptable B. only asset B is acceptable C. neither asset A nor asset B is acceptable D. both asset A and asset B are acceptable