Suppose that you, a risk-averse mean variance investor, are considering the portfolio choice problem where one riskless asset and one risky asset are available. The risky asset has a higher expected return than the riskless asset. You can borrow and lend at the riskless rate. Which of the following statements are correct? I. Portfolios with a higher share of the risky asset will have a higher Sharpe ratio. II. A portfolio with a risky asset share greater than one will have a higher return volatility than the risky asset itself. III. If you become more risk averse, your allocation to the risky asset will decrease. A. II and III B. I and II O C. Only I D. Only