On Which Financial Statements in a State's CAFR Are Investments

On which financial statements in a state's CAFR are investments in securities, not held for hedging, reported at fair value?

A) Government-wide statement of net position, governmental funds balance sheet, proprietary funds statement of net position, and fiduciary funds statement of net position.
B) Government-wide statement of net position only.
C) Government-wide statement of net position, proprietary funds statement of net position, and fiduciary funds statement of net position.
D) Proprietary funds statement of net position, and fiduciary funds statement of net position.