You are a risk averse mean-variance investor facing a portfolio choice problem. Suppose that the riskless rate is 1%. You are facing the choice of combining a risky portfolio and the riskless asset to achieve your optimal asset allocation as a risk-averse investor. You can invest in one of the following four mutual funds as the risky asset in your portfolio (i.e. no combining of risky funds): Mean Return Return SD Fund 1 18% 26% Fund 2 15% 29% Fund 3 9% 11% Fund 4 4% 6% Which of the four funds would you rather invest in? A. 2 B.4 C. 1 O D.3