Consider a single factor APT. Suppose asset A has A=1.3 and aA=2%, and asset B has B=0.9 and aB=1% with regards to the APT factor. A fund manager constructs a portfolio comprising entirely of asset A and asset B and the portfolio is zero. The weights of assets A and B are: Select one: A. wA=3.25 and wB=2.25 B. wA=3.25 and wB=2.25 C. wA=2.25 and wB=3.25 D. wA=2.25 and wB=3.25 E. None of the options provided