Given a text T, and several options, according to the question posed in the text T to choose the most appropriate option from the options as the answer, please directly output the most appropriate option, do not need to output the explanation.

Two portfolios have unimodal return distributions. Portfolio 1 has a skewness of 0.77, and Portfolio 2 has a skewness of –1.11. Which of the following is correct?
Option A:For Portfolio 1, the median is less than the mean.
Option B:For Portfolio 1, the mode is greater than the mean.
Option C:For Portfolio 2, the mean is greater than the median.

Answer: A