QUESTION 8 When two risky assets are present and when riskless lending and borrowing is allowed: (choose ALL that apply) A rational investor can choose to split the risk bearing portion of his/her investment among the two risky assets in one and only one optimal proportion The efficient frontier takes on a concave curved shape A rational investor can choose to split the risk bearing portion of his/her investment among the two risky assets in any proportion he/she prefers The efficient frontier takes on the shape of a straight line A rational investor can choose to split his/her investment between the riskless asset and optimal portfolio of risky assets in any proportion that he/she prefers A rational investor can split his/her investment between the riskless asset and risky assets in one and only one proportion