I am studying the diagram of Expected Return vs Volatility of a portfolio of risk free asset + risky asset. The diagram showed CML and the market portfolio which I have a question on. Points along the CML (Between risk free return and market portfolio) is a portfolio consisting of a % of risk free asset and a % of Market portfolio. How can we create a portfolio which lays on points along the CML (beyond the market portfolio) which has a expected return greater than those on the efficient frontier? I thought the maximum expected return is a portfolio of 100% in risky asset.

Best Regards,

Dennis