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.) Expected Return Standard Deviation O Oracle 12.68% 45.93% Intel 14.62% 38.01%A hedge fund has created a portfolio using just two stocks. It has shorted $28,000,000 worth of Oracle stock and has purchased $90,000,000 of Intel stock. The correlation between Oracle's and Intel's returns is 0.62. 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. Riskiness of the portfolio stays the same. O B. Cannot say without knowing how investors trade off expected return and volatility. O C. More risky. O D. Less risky