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 1s 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 2s optimal portfolio? (a) 60% Rf, 20% A, and 20% B (b) 50% Rf, 25% A, and 25% B (c) 50% Rf, 30% A, and 20% B (d) 40% Rf, 30% A, and 30% B