The Mean-Variance optimization model finds the portfolio with the smallest variance for a given expected return. These portfolios lie along the Efficient Frontier. In the presence of a risk-free asset, the Efficient Frontier becomes a straight line with one point of tangency on the original Efficient Frontier. This point is best described as:

A. a 50%-50% portfolio of stocks and bonds

B. a portfolio of all assets at their market weights

C. the Treasury Bill rate

D. the risk-free rate