One thing that you might wonder about is whether it is possible for the percentage invested in Asset A to exceed 100 percent. The answer is yes. The way this can happen is for the investor to borrow at the risk-free rate. For example, suppose an investor has $100 and borrows an additional $50 at 8 percent, the risk-free rate. The total investment in Asset A would be $150, or 150 percent of the investor's wealth. The expected return in this case would be