Use the Following Information to Answer Questions -If Bank A's Average Return on Its Loan Portfolio Is

Use the following information to answer questions:
$\begin{array}{lll}&\text { National Banks } & \text { Bank A } & \text { Bank B } \\\text { Real Estate Loans } & 60 \text { percent } & 30 \text { percent } & 56 \text { percent } \\\text { Consumer Losts } & 20 \text { percent } & 30 \text { percent } & 28 \text { percent } \\\text { Commercial Loans} & 20 \text { percent } & 10 \text { percent } & 16 \text { percent }\end{array}$
-If Bank A's average return on its loan portfolio is lower than that of Bank B's,

A) its risk-adjusted return is higher than Bank B's.
B) its risk-adjusted return is lower than Bank B's.
C) its standard deviation is lower than Bank B's.
D) its standard deviation is higher than Bank B's.
E) its risk-adjusted return is lower than Bank B's and its standard deviation is higher than Bank B's.