An investor is given the five investment alternatives (1, 2, 3, 4 and 5) with the following characteristics: Asset Expected Return Standard Deviation of Returns 1 20.0 percent 40.0 percent 2 14.0 percent 30.0 percent 3 16.0 percent 30.0 percent 4 12.0 percent 25.0 percent 5 18.0 percent 35.0 percent Which of the following statements best describes the rational investor's investment decision? a. A rational investor would never prefer Asset 4 in isolation. b. A rational investor would never prefer Asset 3 in isolation. c. A rational investor would never prefer Asset 1 in isolation. d. A rational investor would never prefer Asset 5 in isolation. e. A rational investor would never prefer Asset 2 in isolation.