An investor is considering two different portfolios formed with the risk-free asset and the market portfolio M. Portfolio 1 puts equal weights in the two assets, and portfolio 2 is a levered portfolio of M. Which statement below is correct? Select one: O a. Compared with M, portfolio 2 has a higher expected return, a higher standard deviation, and the same Sharpe ratio. O b. Compared with M, portfolio 2 has a higher expected return, a higher standard deviation, and a higher Sharpe ratio. OC. Compared with M, portfolio 1 has a higher expected return, a higher standard deviation, and the same Sharpe ratio. d. Compared with M. portfolio 1 has a higher expected return, a higher standard deviation, and a higher Sharpe ratio. O e. Both portfolio 1 and portfolio 2 have the same expected return, the same standard deviation, and the same Sharpe ratio as M