Which of the following risky portfolios is not expected to suffer a loss greater than 10% in any given year with 2.5% probability? In other words, the lower bound for the 95%. confidence interval should not be lower than 10%. Select the portlolio that most closely matches this criterion. You can assume that the returns for each portfolio is normally distributed A. Portiolo A with an expected return of b Ner year and 8.2N. Sid. Dev. B. Portolio 6 with an expected cetum of 8% per year ans 8.9% sud Dev. C. Pertolo C wht an expected retarn of 10% per year and 11.5%51Did Der. b. Portolo D weth an eseected retum of 12% per yeir and 150% 514. Der