An investor who wishes to form a portfolio that lies to the right of the optimal risky portfolio on the capital allocation line must a) invest only in risky securities. b) such a portfolio cannot be formed. c) invest some of her money at the risk-free rate and the rest in the optimal risky portfolio. d) borrow some money at the risk-free rate and invest in any risky portfolio. e) borrow some money at the risk-free rate and invest her own and borrowed money in the optimal risky portfolio. You put 70% of your money in a stock portfolio that has an expected return of 12% and a standard deviation of 24%. You put the rest of your money in a risky bond portfolio that has an expected return of 6% and a standard deviation o 12\%. The stock and bond portfolios have a correlation of .3. What is the standard deviation of the resulting portfolio? a) 19.4% b) 20.1% c) 17.3% d) 16.5% e) 18.2%