18. An investor uses a risky asset A and a risk free asset to build a complete portfolio, and r = 3%, E(TA) = 7%, and OA = 12%. Which one of the following portfolios B, C, D, and E can NOT be on the CAL? (a) E(TB) = 5%, and ob = 6% (b) E(rc) = 6%, and oc=9%. (c) E(Tp) -8%, and op = 15%. (d) E(re) = 9%, and og = 20%