We’ve seen how mixing risky assets can improve the trade-off between risk and return. But what if we could also lend at a perfectly safe rate—or even borrow at that same rate to invest more? In this chapter, we add a risk-free asset and discover the Capital Market Line (CML), a straight line that shows the best possible risk‑return combinations. You’ll learn why every investor should hold the same mix of risky assets and simply adjust risk by lending or borrowing.