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Two assets have the following expected returns and standard deviations when the risk-free rate is 5%:An investor with a risk aversion of A = 3

Two assets have the following expected returns and standard deviations when the risk-free rate is 5%:An investor with a risk aversion of A = 3 would find that _________________ on a risk-return basis

.A. only asset A is acceptable

B. only asset B is acceptable

C. neither asset A nor asset B is acceptable

D. both asset A and asset B are acceptable

Why is C the answer? Explain and Show Work!

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