Consider the following returns of four investments r1 = 0.15, r2 = 0.03, PM 0.05, Tp = 0.01. An investor investing their wealth into one of these four investments seeks a return that is less risky than the market portfolio. Under CAPM which statement is true? The investor shall invest in ri since Bi > 1 implies that this investment has more risk than the market portfolio The investor shall invest in r2 since B2