Portfolio a Has Expected Return of 10% and Standard Deviation

Multiple Choice

Portfolio A has expected return of 10% and standard deviation of 19%.Portfolio B has expected return of 12% and standard deviation of 17%.Rational investors will

A) borrow at the risk-free rate and buy A.
B) sell A short and buy B.
C) sell B short and buy A.
D) borrow at the risk-free rate and buy B.
E) lend at the risk-free rate and buy B.