In a portfolio consisting of a risk free asset (RF) and/or a risky asset (Rm), what is the expected return if a you borrow 25% of your net worth by selling short the risk free asset and invest the proceeds in the risky asset. Given: Rm = 15%; Rf = 5% = O A) -25% B) 17.5% C) 20% D) 15% E) 5%