Two assets, A and B, have the same expected return (10%) and the same tevel of risk (average). Which of the following statements is true? Select one: a. A rational investor will either put 100% of her funds into asset A or 100% of hercfunds into asset B because thee return will be the same but the investor will not have to track two separate investments. b. A Combinalion of assets A and B will have the same expected return (10) as either assel A or asset.B, but may have less than average risk depending on how the cash fiows.trom each asset move together. G. A raticnal investor Is Indifferent between investing 100n A, 1006 in 8, or a combination OCA and B, because the return and risk will be the same. d. A combination of assets A and B will result in the same expecled return (10%) as HIvesting 100O% in A or1006 in B, but tbe risk wil increase because now two investments are at risk