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

Group of answer choices

We maximize portfolio$$Sharpe ratio,$$under the constraint that$$the portfolio$$weights add up to$100\%.$

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

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

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