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You have $80,000 invested in portfolio C with an expected return of 10% and a standard deviation of 12%. You are considering invest an additional

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You have $80,000 invested in portfolio C with an expected return of 10% and a standard deviation of 12%. You are considering invest an additional $20,000 in either portfolio A or portfolio B. You forecast that portfolio A has an expected return of 14%, a standard deviation of 15%, and when combined with current portfolio C, you will form a new portfolio with a standard deviation of 14%. Portfolio B has an expected return of 9%, a standard deviation of 30%, and when combined with current portfolio C, you will form a new portfolio with a standard deviation of 12%. The risk free rate is 2%. Out of A and B, which portfolio should be added to your current portfolio C

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