Consider two assets: A and B. The potential returns for both assets and the corresponding probabilities are listed below. Assuming that the level of liquidity for the two assets are the same, which asset should you buy?

Asset	Return 1	prob 1	return 2	prob 2	return 3	prob 3
A	5%	1/3	10%	1/3	15%	1/3
B	6%	.25	10%	.5	14%	.25

a) Buy Asset A.

b) Buy Asset B.

c) It is unclear because Asset A has a higher expected return but Asset B has a lower risk.

d) It is unclear because Asset B has a higher expected return but Asset A has a lower risk.