What is the best explanation for why all investors should allocate their portfolio along the Capital Market Line (CML)?

		Because combining a Risk-Free asset with a risky stock provides adequate diversification (i.e. balancing your risks).
		Because combining the Risk-Free asset with the optimal risky portfolio will always allow an investor to own a portfolio with the highest possible Sharpe ratio at all times.
		Because the Risk-Free asset has no risk and therefore you can keep your portfolio standard deviation low.
		Because this allows investors to support the government by owning Risk-Free assets such as the U.S. Treasury 10-year note or the 3M Treasury Bill.