Consider the capital market line relationship, as derived from the simple CAPM. If one wanted to achieve expected return in excess of the market return, then he/she should:

A:Combine the market portfolio and the risk-free asset, with positive weight for both.

B:Sell the market portfolio short and invest in the risk-free asset.

C:Borrow at the risk-free rate and invest in the market portfolio.

D:Move off the capital market line in the direction associated with greater portfolio risk.

E:Simply hold the market portfolio with no risk-free borrowing.