How does the introduction of a risk$-$free asset affect the efficient frontier of risky assets?

Question $11$Answer

a$.$

The risk$-$free asset has no impact on the efficient frontier.

b$.$

It shifts the efficient frontier to include only high$-$risk portfolios.

c$.$

It leads to the creation of a new set of portfolios that dominate the original efficient frontier.

d$.$

It makes the efficient frontier irrelevant.