38 Your Present Portfolio Is
Security Sensitivity Proportion Expected Return $\begin{array} { l l l l } \text { A } & 2 & .4 & 16 \% \\ \text { B } & .7 & .4 & 10 \% \\ \text { C } & 1.2 & .2 & 12 \% \end{array}$

38. Your present portfolio is
Security Sensitivity Proportion Expected Return
$\begin{array} { l l l l } \text { A } & 2 & .4 & 16 \% \\ \text { B } & .7 & .4 & 10 \% \\ \text { C } & 1.2 & .2 & 12 \% \end{array}$
You propose raising the proportion of $\mathrm { C }$ from $.2$ to $.4$ , but the resulting arbitrage model recommends you should have the following proportion for

A) .3
B) .2
C) .1
D) 0