Consider a risk-free asset with a rate of return of 4% and the following risky portfolios: W: E(T) = .09; variance = .0100; standard deviation = 0.100 X: E(r) = .12; variance = .0225; standard deviation = 0.150 Y: E(r) = .14; variance = .0400; standard deviation = 0.200 Z: E(r) = .16; variance = .0625; standard deviation = 0.250 The investor must develop a complete portfolio by combining the risk-free asset with exactly one of the risky portfolios mentioned above. The risky portfolio any risk-averse investor should choose would be O AY OB. W OC. X ODZ The value of a call option increases with all of the following except A. volatility B. strike price C. time to maturity D. stock price