1 swered ut of 0.50 estion Your client holds an optimal complete portfolio H that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets: E(rp) 11.90% 11.50% 5.00% Optimal risky share y* 80% T-Bill rate Composition of P Risky Securities 100% What is the equation of your client's capital allocation line? O a. E(TH) = 0.05 + 0.6 OH O b. E(TH) = 0.03 + 1.05 OH O c. E(TH) = 0.05 + 1.03 OH O d. E(H) = 0.05 + 0.5 OH O e. None of the options are correct.