Suppose the market risk premium is 9%, SMB is 4%, and HML is 6%. There are two stocks in the market: Stock A has an expected return of 15% with M=1.3, SMB=1.5, HML=1. Stock B has an expected return of 12% with M=0.5, SMB=0.1, HML=0.9. The risk-free rate is 0%. What portfolio of Stock A and Stock B will have the highest three-factor alpha based on the Fama-French three factor model?