Case 5 (13 marks): The following table shows the coefficient of correlations between stocks A, B and C Coefficient of 0.00 -0.891 -0.214 -0.891| 0.00 0.312 -0.214 0.312 0.00 correlation A B ER Weights Variance A 0.0371 40% 0.0046 B0.021 30% 0.0036 C|0.093 30% 0.00871 An investor can only keep two of these stocks in his portfolio and when he decides which two he will keep, then the weight of the third one (the one he is excluding) will be split amongst the other two equally. Which two stocks should the investor keep in order to minimize his risk level? Please show numerically how the two you selected will lead to less risk than any other two and explain in your words why this happened to support your numerical