The Capital Market Line and the Security Market Line

In the following table, indicate whether each statement refers to the Capital Market Line $($CML$)$ or to the Security Market Line $($SML$).$

$\backslash$table$[[$Statement$],[$This line defines the linear relationship between the expected return on an efficient portfolio and its standard$],[$deviation$.],[$The slope of this line, $\frac{\text{h}\text{a}\text{t}(r{)}_M-r_{RF}}{{}_M},$ reflects the investors' aggregated, or market$-$level, expected premium for$],[$risk$.],[$This line describes the return on an individual security as the sum of the risk$-$free rate and a premium for the$],[$security$\text{'}$s nondiversifiable risk, which is the product of the stock's beta and the market's risk premium.$]]$

If an investor wants to hold an efficient portfolio that offers an expected return of $9\%,$ should the investor select portfolio A that exhibits a standard deviation of $5\%$ or portfolio $C$ that has a standard deviation of