at maximizes a mean-variance objective on asset j;j : standard risk-free interest rate; j: expected rate of return return on the optimum portfolio P;p : standard deviation of the return on the optimum portfolio P;jP: covariance between the rate of return on asset j and portfolio P.] At the investor's optimum, the following condition holds for every asset, j : A. (jr0)/j2=(Pr0)/P2. B. (jr0)/jp=(Pr0)/P2. C. (ir0)/i=(jr0)/j, for every pair of assets i and j(i=j). D. (jr0)/j=(pr0)/jp. E. None of the above