Consider the following expected returns, volatilities, and correlations: Expected Standard Correlation with Correlation with Correlation with Stock Return Deviation Duke Energy Microsoft Wal-Mart Duke Energy 14% 6% 1.0 -1.0 0.0 Microsoft 44% 24% -1.0 1.0 0.7 Wal-Mart 23% 14% 0.0 0.7 1.0 Which of the following combinations of two stocks would give you the biggest reduction in risk? No combination will reduce risk. Microsoft and Duke Energy Wal-Mart and Microsoft Duke Energy and Wal-Mart