of $9\%$ and a volatility of $10\%.$ What is the optimal portfolio of an investor who has a target expected return of $12\%?$

a$.150\%$ of the wealth invested in the tangent portfolio.

b$.50\%$ of the wealth invested in the tangent portfolio.

c$.100\%$ of the wealth borrowed and the proceed invested in the tangent portfolio.

d$.75\%$ of the wealth borrowed and the proceed invested in the tangent portfolio.