There are two stocks, a and b, and a risk-free asset. Stock A has both a higher expected return and a higher standard deviation than stock be. The MVE portfolio consists of 40% A and 60% B. Consider a relatively less risk averse investor whose optimal portfolio uses leverage (has a short position in the risk free asset). Which of the following could be the weights of a and b in the portfolio?

a.) 60%A, 40%B

b.) 72%A, 48%B

c.) 48%A, 72%B

d.) 40%A, 60%B