A hedge fund has created a portfolio using just two stocks. It has shorted $26,000,000 worth of Oracle stock and has purchased $93,000,000 of Intel stock. The correlation between Oracle's and Intel's returns is 0.68. The expected returns and standard deviations of the two stocks are given in the table below: Suppose the correlation between Intel and Oracle's stock increases, but nothing else changes. Would the portfolio be more or less risky with this change? (Select the best choice below.) O A. More risky OB. Riskiness of the portfolio stays the same. OC. Cannot say without knowing how investors trade off expected return and volatility. OD. Less risky. 1 Data table (Click on the icon located on the top-right corner of the data table below in order to copy its contents into a spreadsheet.) Oracle Intel Expected Return 12.03% 14.48% Standard Deviation 43.25% 38.13% Print Done