(d) Portfolios A, B, and C all lie on the efficient frontier that allows for risk-free borrowing and lending. Portfolio A and B have the following expected returns and return variances: A: A = 0.0925 , c = 0.0225; B: Hip = 0.11 ,o} = 0.04. Portfolio C's return has variance o = 0.1225. What is the expected return and Sharpe ratio of Portfolio C? What is the risk-free interest rate? Explain your calculations