Can someone please post a more in depth analysis of the answers to this question with the formula being used each time?

The expected return of market portfolio is 8% and the risk-free rate is 3%. There are two well-diversified portfolios A and B, with information as follows. Q1-a. What is the alpha of portfolio b? Answer: b=9.2%(3%+1.4(8%3%))=0.8% (continued) Q1-b. Imagine that you invest XA fraction in A, and XB=(1XA) fraction in B. Which one of the following allocations satisfies a zero-beta portfolio? A. XA=1.75,XB=.75. B. XA=1.5,XB=0.5. (continued) Q1-c. Based on your result in Q1-b, what is the alpha of your zero beta portfolio? Answer: You first need to verify that a has zero alpha. Then portfolio alpha is 1.7500.75(0.8%)=0.6% (continued) Q1-d. Base on your result in Q1-c, which one of the following is the correct transaction for arbitrage if you want to have positive profits? A. Invest $175 in A, short sell $75 in B. B. Invest $175 in A, short sell $75 in B, borrow $100 at the risk-free asset. C. Short sell $175 in A, invest $75 in B. D. Short sell $175 in A, invest $75 in B, invest $100 at the risk-free rate