Based on current dividend yields and expected capital gains, the expected rates or return on portfolios A and B are 12% and 18%, respectively. The beta of A is 0.7 while that of B is 1.6. The T-bill...

Based on current dividend yields and expected capital gains, the expected rates or return on portfolios A and B are 12% and 18%, respectively.  The beta of A is 0.7 while that of B is 1.6.  The T-bill rate is currently 4% while the expected rate of return of the S&P500 Index is 13%.  The standard deviation of portfolio A is 14% annually, while that of B is 26%, and that of the index is 15%.

If you currently hold a market-index portfolio, would you chose to add either of these portfolios to your holdings?