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