There are 2 states of economy: Boom and Recession.

I. Stock As rate of return is 8% in a boom, 4% in a recession.

II. Stock Bs rate of return is 28% in a boom, -10% in a recession.

III. The market rate of return is 22% in a boom, 1% in a recession.

Angelina wants to form a portfolio of Stocks A and B. Her portfolio return in the boom state should be equal to the market return in the boom state. What is the weight of Stock A in Angelina portfolio?

	A.	30.0%
	B.	85.7%
	C.	78.6%
	D.	40.3%
	E.	70.0%