Consider a risky portfolio, A$,$ with an expected rate of return of $0\mathrm{.}20$ and a standard deviation of $0\mathrm{.}30,$ that lies on a given indifference curve. Which one of the following portfolios might lie on the same indifference curve for a risk averse investor?O a$.$ E$($r$)=0\mathrm{.}20$; Standard deviation $=0\mathrm{.}35$ b$.$E$($r$)=0\mathrm{.}145$; Standard deviation $=0\mathrm{.}25$O c$.$ E$($r$)=0\mathrm{.}30$; Standard deviation $=0\mathrm{.}30$ d$.$ E$($r$)=0\mathrm{.}10$; Standard deviation $=0\mathrm{.}22$