Consider the diagram shown below. B Expected return R Standard deviation of return on What is the efficient frontier and what are the assumptions in the model? a. The Curve A-B, and the model does not allow riskless lending and borrowing nor does it allow short sales b. The line RF-A, and the model allows riskless lending and borrowing but not short sales c. The Curve A-B, and the model allows riskless lending and borrowing but not short sales d. The line RF-B, and the model allows riskless lending and borrowing but not short sales