Portfolio L has a beta of 0.8 and alpha of 0.1. Portfolio H has a beta of 2.5 and alpha of -0.1. Which combination represents the long-short strategy that exploits the alphas in these two portfolios? (Hint: x[L]+y[H]+z[risk-free] means investing $x in portfolio L, $y in portfolio H, and $z in the risk-free asset. A negative z means borrowing at the risk-free rate, and a negative x or y means short-selling). Group of answer choices 0.4 [H] - 1.25 [L] +0.85 [risk-free] 1.25 [L] - 0.4 [H]- 0.85 [risk-free] [L]-[H] 1.25 [L] - 0.25 [risk-free]