Suppose you have the following securities and you want to form a 3-security portfolio with the highest nonmarket premium (i.e. a free lunch), which ones should you pick?

(i) Coca-Cola: alpha = -0.001

(ii) Starbucks: alpha = 0.004

(iii) ExxoonMobil: alpha = -0.006

(iv) Bank of America: alpha = 0.003

(v) Pfizer: alpha = 0.000

A Starbucks, BoA, ExxoonMobil

B Coca-Cola, Starbucks. BoA

C Starbucks, BoA, Pfizer

D Coca-Cola, ExxoonMobil, Pfizer