Assuming the expected rate of return on a portfolio E(r) is linearly related to the total risk of the portfolio o, and their relationship can be expressed as: E(r) = R; + m Xo. The risk-free rate Rf is 196. The portfolio's expected rate of return is 5% when the total risk is 12%. The value of m should be: a. 0.25. b. 0.33 C. 0.50. d. 0.55. e. None of the above