You have been hired as a portfolio manager for Mr. Franklin Clinton who can always invest money in his own car repossession business, which generates 5% return per period without risk (i.e. risk-free rate of return). An asset A is a risky asset with a 25% expected return, and the standard deviation of this return is 15%. Another asset B is a risky asset with a rate of return 30%, and the standard deviation is 18%. If Mr. Clinton only likes to invest in one risky asset at a time, which asset would you recommend to him?

A) 35% in his own car repossession business and 65% in asset B

B) Either asset A or asset B

C) Invest in Asset A

D) need more information to tell Invest in Asset B