You just construct a portfolio AJ where you invest $1000 in Security A and $4000 in Security J. The portfolio has an expected return of 0.22 and a variance of 0.0016. Which of the following security is a worse investment than Portfolio AJ? Select one: a. Security X that has an expected return of 20% b. Security P that has a CV of 0.25 c. Security Z that has a SD of 0% O d. Security Y that has a SD of 5% O e. Security F that has a CV of 0.10