The portfolio with the highest Sharpe Ratio is 1. The minimum-variance point on the efficient frontier II. The tangency point of the capital market line and the efficient frontier III. The maximum-return point on the efficient frontier IV. The line with the steepest slope that connects the risk-free rate to the efficient frontier Select one: O a. II and IV only O b. I and IV only O c. ll and Ill only d. I and II only e. ll only