Stock $C$ has an expected return of $14\%$ and a standard deviation of $60\%.$ Stock $D$ has an expected return of $8\%$ and standard deviation of $35\%.$ The stocks have a correlation of $1.$ Which of the following allocations will create a risk$-$free a$.$k$.$a$.$ "hedge" portfolio?

a$.$ $$60$ long in C$,$ $$35$ long in D

b$.$ $$60$ long in C$,$ $$35$ short in D

c$.$ $$60$ short in $C,$$$35$ short in D

d$.$ $$35$ long in $C,$$$60$ long in D

e$.$ $$35$ short in C$,$ $$60$ long in D