An investor does research about annual ret

问题：

An investor does research about annual return and standard deviation of returns, and is considering the purchase of two securities issued by different companies operating in different industries. Each security has an expected annual return of 10 percent and an expected standard deviation of retums of 18 percent. Regardless of the weights selected, will a portfolio composed of the two securities most likeLy have an expected:()

A.A

B.B

C.C