Suppose that the CAPM holds, and that the Sharpe ratio of the market portfolio of risky assets equals $0\mathrm{.}5.$

Then, the Sharpe ratio of a portfolio of risky assets can be

$($a$)0\mathrm{.}71$

$($b$)0\mathrm{.}61$

$($c$)0\mathrm{.}51$

$($d$)0\mathrm{.}41$

$($e$)$ None of the above