Which of the following statements about the risk-return trade off is true? a. If an investor is risk netural, the investment attractiveness increases with expected return and decreases with risk. b. Portfolio A dominates portfolio B if porfolio A has a higher expected return than portfolio B. c. Assuming the return is normally distributed with a postive mean and variance, the probability of an investment loss is smaller in the long d. Portfolio A dominates portfolio B if porfolio A has a smaller variance than portfolio B. e. Sharpe ratio measures the risk premium for one unit of systematic risk