An investor who wishes to form a portfolio that lies to the right of the optimal risky portfolio on the capital allocation line must: Select one: a. lend some of her money at the risk-free rate. b. borrow some money at the risk-free rate and invest in the optimal risky portfolio. c. invest only in risky securities. d. such a portfolio cannot be formed. e. borrow some money at the risk-free rate and invest in the optimal risky portfolio and invest only in risky securities