QUESTION 8 Consider a Treasury bill with a rate of return of 5% and the following risky securities: Security A: ET) = .15, variance = 0400 Security B: E(T) = 10; variance = .0225 Security C: ET) = 12; variance = 1000 Security D: E(T) = 13; variance = .0625 The investor must develop a complete portfolio by combining the risk-free asset with one of the securities mentioned above. The security the investor should choose as part of her complete portfolio to achieve the best CAL would be A. security A B. security B C. security C OD. security D