The risk-free rate has a standard deviation equal to 100 0 -1 The covariance between the risk-free rate and a risky asset is equal to: O o 0 depends on the probability distribution of the risky asset depends on the probability distributions of the risky asset and of the risk-free asset According to the mean-variance criterion, which one of the following investments dominates all others? E(r) 0.10; Variance 0.20 O E(r)-0.20; Variances 0.20 E(r) 0.20; Variance 0.10 E(r) 0.10; Variance 0.30