Joe is considering the BZ fund with a standard deviation of $15\mathrm{.}0\%.$ Currently the standard deviation of the overall market is $12\mathrm{.}0\%.$ According to the Capital Market Line, the portfolio BZ most likely consists of:

Choice from the following

A$.-25\%$ T$-$Bills and $125\%$ market portfolio

B$.25\%$ T$-$bills and $75\%$ market portfolio

C$.-50\%$ Market portfolio and $150\%$ T$-$Bills