An optimal risky portfolio has an expected return of 15% and standard deviation of 20%. The risk- free rate is currently 5%. A risk- seeking investor who is considering investing along the capital allocation line (CAL) would most likely:

A borrow 25% of her wealth at the risk- free rate and invest 125% in the optimal risky portfolio.

B invest 100% of her wealth in the optimal risky portfolio.

C lend 100% of her wealth at the risk- free rate.