10. The optimal risky portfolio can be identified by finding

I. the minimum-variance point on the efficient frontier

II. The maximum-return point on the efficient frontier and the minimum-variance point on the efficient frontier.

III. The tangency point of the capital market line and the efficient frontier.

IV. The line with the steepest slope that connects the risk-free rate to the efficient frontier.

A) I and II only

B) II and III only

C) III and IV only

D) I and IV only