You are selecting portfolios based only on their Sharpe Ratio, CAPM alpha, and CAPM beta. You desire as little exposure to the market as possible. Based on this preference which portoflio is the dominant portfolio which you should pick to invest in?

		Portfolio 1: Sharpe Ratio: 1.35 Alpha: +2.2% Beta: 1.78
		Portfolio 2: Sharpe Ratio: 1.35 Alpha: +2.2% Beta: .78
		Portfolio 3: Sharpe Ratio: 1.35 Alpha: +2.2% Beta: .58
		Portfolio 4: Sharpe Ratio: 1.39 Alpha: +2.2% Beta: .58