Portfolio with Two Risky Assets (Question 6 to Question 11) Consider a portfolio of two assets ( A and B ) with mean returns A=16% and B=8% and standard deviations A=10%,B=5%. Unless otherwise noted, you cannot short sell, and the portfolio includes only assets A and B (i.e., no borrowing and saving). When =1, which one of the following combinations (p,p) you CANNOT achieve by adjusting your portfolio? d. (15%,9.4%) b. (11%,6.8%) c. (13%,4.8%) a. (9%,5.6%)