When a risk-free asset is combined with a portfolio of risky assets, which of the following is least accurate（）

A. The standard deviation of the return for the newly created portfolio is the standard deviation of the returns of the risky asset portfolio multiplied by its portfolio weight.

B. All risk-return combinations between the risk-free asset and the risky asset portfolio can be represented by a straight line that connects the point in the risk-return plane representing the risk-free asset, with the point representing the risky asset portfolio.

C. The variance of the resulting portfolio is a weighted average of the returns variances of the risk-free asset and of the portfolio of risky assets.