Suppose the market portfolio is composed as follows: 30% in stock X, 50% in stock Y, and 20% in stock Z. IF Ann invests 20% of her money in the risk-free asset, 24% in stock X, 30% in stock Y, and 26% in stock Z, you can affirm that: Ann's portfolio does not satisfy two-fund separation Ann's portfolio satisfies two-fund separation Ann is a mean-variance optimizer Ann is a risk lover