Five assets have expected mean returns and standard deviations as follows:(1) 8% 15%; (2) 12% 18%; (3) 11% 18%; (4) 15% 20%; (5) 11% 17%.Which of these assets will be rejected by all rational risk-averse investors?
A. (4) and (5)
B. (2) and (4)
C. Only (3)
D. Only (5)
E. (2) and (3)
Please provide some explanation please