You want to design a portfolio has a beta of zero. Stock A has a beta of 1.69 and Stock Bs beta is also greater than 1. You are willing to include both stocks as well as a risk-free security in your portfolio. If your portfolio will have a combined value of $5,000, how much should you invest in Stock B?

a) $2,630

b) $0

c) $2,959

d) $3,008

e) $1,487