Expected return per month 1.5% 1.0% 0.5% 0.0% 0.0% J. Minimum Variagee Portfolio Complete portfolio lending 2.0% borrowing Optimal Risky Portfolio 4.0% Risky Asset B 6.0% 4. Based on the above graph, an investor can (a) short sell only asset A 8.0% Standard deviation (b) short sell only asset B (c) short sell assets A and B (d) not short sell either of the assets Risky Asset A Based on the above graph, an investor can (a) lend and borrow at the risk-free rate (b)) only lend at the risk-free rate (c) only borrow at the risk-free rate (d) neither lend nor borrow at the risk-free rate assets A and B assets A and B and risk-free asset (b) short position in asset B (c)) no short positions (d) not enough information *6. Based on the above graph, the investor's complete portfolio involves (a) short selling A (b) short selling B (c) lending (d)) neither short sales, nor borrowing, nor lending 10.0% J. Based on the above graph, the investor's complete portfolio consists of (a) asset A and risk-free asset (b) asset