Shawn has put all his money into Harrah's Hotel while Asia has her money invested in the S&P 500 Market Index. Shawn's portfolio has the same expected return as Asia's portfolio.Based on this information, it is most likely that:

A) Shawn's portfolio has the lower standard deviation

B) Asia's portfolio has the lower beta

C) Shawn's portfolio has the higher reward to risk ratio

D) Shawn's portfolio has the higher beta

E) Asia's portfolio has the lower standard deviation