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 25% and a Sharpe ratio of 0.35. A risk-averse investor would prefer to build a complete portfolio using the risk free asset and _____. A. Asset A. B. Asset B. C. Asset C. D. No risky asset.