An analyst has provided you with the following information about the common shares of two companies. Bloxam Inc. and Adelaide Ltd.

Common Shares Bloxam Adelaide

Beta 1.25 0.8

Expected rate of return 9.5% 6.0%

Standard deviation of return 11% 16%

Market price of risk 5% 5%

Risk-free rate of return 2.5% 2.5%

Indicate whether an investor who can invest in the shares of only one company would prefer to invest in the shares of Bloxam or Adelaide.