An investor has a portfolio with a Sharpe ratio of $S_1$ and then leverages the portfolio by borrowing at the risk-free rate to invest 30% more in the market portfolio (M) where this leverage portfolio has a Sharpe ratio of $S_2$. After the leverage (i.e., borrowing at the risk-free rate to invest +30% in M), is the investor still on the efficient frontier and how do the Sharpe ratios?