An aggressive investor wants the expected return of her portfolio to be greater than the expected return of the market portfolio, but also wants to be sure she is not exposed to unnecessary risk. What should she do?

		Invest 100% of her wealth in a very large portfolio composed entirely of high-beta assets.
		Identify a single stock with expected return greater than the market's expected return and buy it on margin.
		Borrow and invest in the market portfolio.
		Invest 100% of her wealth in a market proxy, even though expected return is less than she would like.