Cs stock has a CAPM of 1.5. Zs stock has a of 0.8.

Which of the following portfolios will give you a portfolio of 1?

A. 31.25% in Z, 50% in C, and the rest in rf asset

B. 66.67% in C, 25% in Z, and the rest in rf asset

C. 125% in Z,25% in C

D. 125% in C,25% in Z