Two capital assets display the following: E(RA) = 12% E(RB) 15% OA = OB = 1.5% 1.0% = If asset A's return is 5% below the Capital Market Line (CML), and asset B's return is 1% below the CML, what is the equation of the CML? a) E(R;) = 0.1203 0.020 b) E(R;) = 0.09 + 20 c) E(R;) = 0.1227 + 0.020 d) E(Ri) = 0.15 20; e) E(R;) = 0.14 + 20