An index model has been ostimated for Slocks A and B$,$ with the following results:

$R_n=0\mathrm{.}01+0\mathrm{.}8R_M+e_A$

$R_B=0\mathrm{.}02+R_M+0_B$

$O_M=0\mathrm{.}20(0A)=0\mathrm{.}1o(O_B)=0\mathrm{.}23$

Which of the following assets has the highest total volanity?

Stock A

Stock

An equally$-$weighted portfolio of A and $B$

The market index $($M$)$

Cannot be determined from the information provised