If the you were able to construct a portfolio, p, that has Erp=23%, and p=5%, then this means Select one: a. the rate of return on this portfolio is 5% b. in time of market crisis this portfolio could yield negative returns too c. the risk of this portfolio is such that it could yield a return of 28% or 18% d. the average variance of the assets in this portfolio is 5% e. the risk of this portfolio is 10%