Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets. What is the equation of Bo's capital allocation line? E(R) Standard Deviation of P T-Bill rate 12.00% 7.20% 3.60% Proportion of Complete Portfolio in P Proportion of Complete Portfolio in T-Bills 80% 20% Composition of P: Stock A Stock B Stock C Total 40.00% 25.00% 35.00% 100.00% O A. Er) = 7.2 +3.6 x Standard Deviation of P O B. Er = 3.6 +0.857 x Standard Deviation of P OC. ETC) = 0.2 + 1.167 Standard Deviation of P O D. Er) = 3.6 + 1.167 x Standard Deviation of P O E. Er) = 3.6 + 12.0 x Standard Deviation of P