Company A has an expected return of 8% and a reward-to-variability ratio of .4. Company B has an expected return of 11% and a reward-to-variability ratio of .3. A risk-averse investor would prefer a portfolio using the risk-free asset and ______. a. Company B b. Company A c. A portfolio of A and B, if the correlation co-efficient was 1. d. No risky assets