Your Present Portfolio Is If You Wish to Change the Proportion Of

Your present portfolio is
$\begin{array} { l c l l } \text { Security } & \text { Sensitivity } & \text { Proportion } & \text { Expected Return } \\ \mathrm { X } & 2 & .4 & 16 \% \\ \mathrm { Y } & .7 & .4 & 10 \% \\ \mathrm { Z } & 1.2 & .2 & 12 \% \end{array}$
If you wish to change the proportion of $Z$ from $.2$ to $.4$ , the resulting arbitrage portfolio would change the portfolio return by

A) -.06%.
B) +.21%.
C) +.04%.
D) +.6%