The correlation coefficients between several pairs of stocks are as follows: Corr(A, B) = .85; Corr(A, C) = .60; Corr(A, D) = .45. Each stock has an expected return of 8% and a standard deviation of...

The correlation coefficients between several pairs of stocks are as follows: Corr(A, B) = .85; Corr(A, C) = .60; Corr(A, D) = .45. Each stock has

an expected return of 8% and a standard deviation of 20%.
17. If your entire portfolio is now composed of stock A and you can add some of only one stock to your portfolio, would you choose (explain your choice):
a. B
b. C
c. D
d. Need more data