John and Susan are discussing the results of John's mean-variance optimization calculation. His calculation uses a risk-free rate so the Efficient frontier is a straight line. John has chosen a portfolio that is on the Efficient Frontier and has a negative weight in the risk-free asset. Susan says -- correctly -- that this portfolio

A. is beyond the market risk parameter

B. is theoretically possible but unattainable in practice

C. is due to John's calculation error

D. is using leverage