Please help me. and explain

13. Two investors could invest in the same risky portfolio with a given u and o. Investor X, who can borrow at the risk-free rate, has arrived at the optimal weight to put on the risky portfolio as 90% (balance in risk-free asset). That is, y* = 0.9. Investor Z, whose borrowing rate is higher than the risk-free rate, has arrived at the optimal weight of 190%. That is, y* = 1.9. Pick the best statement. A. X will have the same Sharpe Ratio as Z B. X will have a higher Sharpe Ratio than Z C. X will have a lower Sharpe Ratio than Z D. None of the above E. Need more information to know who will have the higher Sharpe Ratio