When constructing the efficient frontier with multiple risky assets, which of the following describes how we find the optimal risky portfolio.

A. We maximize portfolio risk premium, under the constraints that 1) the portfolio weights add up to 100% and 2) the portfolio standard deviation is equal to the set number.

B. We maximize portfolio sharpe ratio, under the constraint that the portfolio weight adds up to 100%

C. We minimize portfolio standard deviation, under the constraints that 1) the portfolios weights add up to 100% and 2) the portfolio risk premium is equal to the set number

D. We minimize portfolio standard deviation, under the constraint that the portfolio weights add up to 100%