Suppose you are building a two-asset portfolio with either stocks A and B or Stocks C and D. Stock AStock BStock CStock D 18% Expected 20% Return Standard 10% Deviation Explain, with the aid of a diagram, the conditions under which the optimal portfolio with stocks C and D dominates the optimal portfolio with stocks A and . 26% 22% 13% 14% 15% a. Explain, with the aid of an equation, the conditions under which variances of stock returns are unimportant in the determination of the risk of a portfolio.