33. Assume the expected return on the market portfolio is 10% and its standard deviation is 10%. The risk-free rate is 6%. Denote the expected return and standard deviation of portfolios on the CML with E(r) and SD. Which statement on the CML is TRUE? A) The Sharpe ratio of a CML portfolio that contain 150% of the market portfolio and 50% borrowed money is 3/5. B) The CML can be represented by the following equation: E(r) = 0.06 + SD. 5 C) The standard deviation of a CML portfolio that contains 50% savings and 50% of the market portfolio equals 5%. D) The expected return of a CML portfolio that contains 150% of the market portfolio and 50% borrowed money is 15%