2. Asset A has an expected return of 15% and a Sharpe ratio of 0.3. Asset B has an expected return of 20% and a Sharpe ratio of 0.4. Asset C has an expected return of 10% and a Sharpe ratio of 0.5. A risk-averse investor would prefer to build a complete portfolio using the risk-free asset and _____.

1. Asset A.
2. Asset B.
3. Asset C.
4. No risky asset.