The risk-free asset has a return of 5%. A risky portfolio has an expected return of 10% and a standard deviation of return of 20%. If you want to form a complete portfolio from these two assets, and you want this portfolio to have an expected return greater than 5% but less than 10%, what must you do? Assume that all borrowing and lending can be done at the risk free rate.

		There is no way to achieve an expected return greater than 5% but less than 10%.
		lend at the risk free rate.
		borrow at the risk free rate.
		short sell the risky portfolio.