Q2 The expected returns and standard deviations for the three portfolios are shown in the table below. Portfolio Expected Return Standard Deviation Beta One 21% 9.3% 1.4 Two 13% 6.4% 1.1 Three 11% 6.0% 1.0 An investor wants to select the optimal portfolio using Roy's safety-first criterion with a threshold return of 3%. Assuming the risk-free rate is 2%, this investor should select Portfolio: A. One B. Two C. Three Thank you