Which of these strategies would offer the same expected return to an investor as a stock

with a beta of $0\mathrm{.}5?$

A$.$ Investing a half of her money in T$-$bills and investing the remainder in the market

portfolio

B$.$ Borrowing an amount equal to one$-$half of her own resources and investing everything

in the market portfolio

C$.$ Borrowing an amount equal to her own resources and investing everything in the

market portfolio

D$.$ None of the above