Stock A has a beta of 1.4 and stock B has a beta of -.2. If you want your portfolio to be "market neutral" how would you split your investment of $10,000 between the two stocks?

A)$5,000 in each stock B)Short $2,500 of stock B and buy $12,500 C) Buy $2,500 of A and $7,500 of B D)Buy $1,250 of A and $8,750 of B . E)None of the above