Consider two stocks, A and B, and a risk-free asset Rf. Stock A has a higher expected return and a higher standard deviation than stock B. Investor 1's optimal portfolio consists of 50% Rf, 25% A, and 25% B. If investor 2 is more risk averse than investor 1, which of the following could be investor 2's optimal portfolio?

1. 40% Rf, 30% A, and 30% B.

2. 50% Rf, 30% A, and 20% B.

3. 50% Rf, 25% A, and 25% B.

4. 60% Rf, 20% A, and 60% B.