Consider three assets $($A$,$ B$,$ C$)$ with betas being $(\backslash$beta A$,$M $,\backslash$beta B$,$M $,\backslash$beta C$,$M $)=(2\mathrm{.}0,2\mathrm{.}0,0\mathrm{.}5).$

Which one of the following portfolio is immunized to the market risk? $($wA$,$wB$,$wC$)=$

$($a$)(0\mathrm{.}25,0\mathrm{.}25,0\mathrm{.}5)($b$)(0\mathrm{.}0,0\mathrm{.}0,1\mathrm{.}0)($c$)(0\mathrm{.}5,0\mathrm{.}5,0\mathrm{.}0)($d$)(0\mathrm{.}0,0\mathrm{.}5,0\mathrm{.}5)$

$($e$)$ None of the answers are correct.