choosing to invest in these three stocks:

Stock A) Beta=1.1 return standard deviation = 25%

Stock B) Beta= 3.0 return standard deviatjon = 19%

Stock C) Beta= -1.0 return standard deviation= 40%

If sally wants to invest half of her portfolio im each of two different stocks, which two stocks should she pick to get a portfolio that earns a return closetst to the market portfolio, assuming all stocks are priced correctly using CAPM?

A) A and B

B) A and C

C) B and C