$3.(10$ POINTS$).$ An investor has $100,000$ to invest. She would like to invest $150,000$ in Google by selling short one of the stocks she holds: Alpha or Beta. The expected rate of return on Google is $E{r}_G=0\mathrm{.}24$ and its volatility is ${}_G=0\mathrm{.}4.$ Alpha and Beta have identical expected rates of return $E{r}_A=E{r}_B=0\mathrm{.}16$ and identical volatility ${}_A={}_B=0\mathrm{.}3.$ The correlation of returns between Alpha and Google is ${}_{GA}=-0\mathrm{.}3$ whereas the correlation of returns between Beta and Google is ${}_{GB}=0\mathrm{.}4$ Which of the two stocks should she sell short? Justify your answer.