Expected Return		Std. dev.
Portfolio A	20%	0.8%	25%
Portfolio B	24%	2%	22%

Based on current dividend yields and expected capital gains, the expected rate of returns, values, and standard deviations of portfolios A and B are given in the table below. Risk-free rate is 6%, while expected return of the market portfolio is 30%. The standard deviation of the stock market index is 20%. (a) If you currently hold a market index portfolio, would you choose to add either of these portfolios to your holdings? Explain