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There are 4 portfolios available to you: Portfolio Expected Return Standard Deviation A 0.12 0.03 B...

There are 4 portfolios available to you:

Portfolio Expected Return Standard Deviation
A 0.12 0.03
B 0.15 0.05
C 0.21 0.16
D 0.24 0.21

Assume your risk aversion level A=4.0, which investment would you choose?

A.

A.
B.

B.
C.

C.
D.

D.
E.

Cannot be determined.
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