39 Your Present $\$ 100,000$ Portfolio Has
Security Sensitivity Proportion Expected Return

39. Your present $\$ 100,000$ portfolio has
Security Sensitivity Proportion Expected Return
$\begin{array} { l l l l } \text { A } & 1.2 & 3 & 14 \% \\ \text { B } & 2.5 & .4 & 18 \% \\ \text { C } & .8 & .3 & 10 \% \end{array}$
You wish to increase your holdings in Security A to $\$ 40,000$ . From the resulting arbitrage portfolio, you would

A) sell $10,000 of A.
B) sell $2,400 of B.
C) sell $7,600 of B.
D) buy $2,400 of B.