For the record, the density of Carbon Monoxide at 20 °C (68 °C) is 0.96716 which is slightly lighter than the density of air (1.00). However, at 0 °C or 32 °F the density is increased to 1.250 which is much heavier than air. Practically speaking, placing the CO Alarm high or low is not a major concern at room temperature.
I make my living at air pollution consulting, and I was not inaccurate in my previous statement. But professor, you have it in spades when it comes to a boiler or furnace :)