Consider two well-diversified portfolios: Portfolio 1 has an expected return of 8% and a beta of 0.80 while Portfolio 2 has an expected return of 13% and a beta of 1.50. If the risk-free rate is 1.5%, which portfolio would a rational risk-averse investor prefer and why? O A. Portfolio 2 because it has the higher reward to risk ratio. OB. Portfolio 1 because it has the higher reward to risk ratio. O C. Portfolio 2 because it has the higher reward. OD. Portfolio 1 because it has the lower risk