please answer correctly

If you find one asset with a positive alpha and one asset with a negative alpha, the optimal way to exploit them is to... Select one: a. Ignore the asset with the smaller mispricing b. Combine the assets into a portfolio with weights corresponding to their alpha-to-unsystematic variance ratio c. Combine the assets into a portfolio with weights corresponding to their alpha-to-unsystematic standard deviation ratio d. Ignore the asset with the negative alpha e. None of the above