12-51 If Bank A's Average Return on Its Loan Portfolio

12-51 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) Answers b and d