thank you very much!

Considering the following portfolios, when the risk-free rate is 5%... Portfolio-A has an expected return of 18% and a standard deviation of 25% Portfolio-B has an expected return of 20% and a standard deviation of 80% Portfolio-C has an alpha = + 0.05 and beta = +0.5 based on CAPM Portfolio-D has an alpha = + 0.02 and beta = 0.0 based on CAPM Which statements are correct? 1. A risk-averse investor would choose Portfolio A over Proftolisc. II. A risk-averse investor would choose Portfolio A over Portfolio B. III. A risk-neutral investor would choose Portfolio A over Portfolio B. IV. A risk-averse investor would choose Portfolio Cover Portfolio D. V. A risk-averse investor would choose Portfolio Dover Portfolio C. OLIV O II, IV O I, III, IV OIV O HI, III, V