The T-Bill's return is 2%. The Index A and Index B have the expected returns of 20% and 25% and the standard deviation of 30% and 40%. The correlation between returns of Index A and B is 0.5. Which of the following portfolios would you select if you were risk averse with a = 3? The utility function is U (,0) = x- jao?. The weights of Portfolio T-Bill Index A Index B 1 2 60% 0 40% 80% 0 20%