ofA highly risk$-$averse investor is considering adding one additional stock to a three$-$stock portfolio, to form a four$-$stock portfolio.The three stocks currently held all have b $=1\mathrm{.}0$ and a perfect positive correlation with the market. Potential new Stocks A and Bboth have expected returns of $15\%,$ and both are equally correlated with the market, with r $=0\mathrm{.}75.$ However, Stock A$\text{'}$s standarddeviation of returns is $12\%$ versus $8\%$ for Stock B$.$ Which stock should this investor add to his or her portfolio, or does the choicea. Neither A nor B$,$ as neither has a return sufficient to compensate for risk b$.$ Stock A c$.$ Stock B d$.$ Either A or B $($i$.$e$.,$ the investor should be indifferent as to which of the two stocks is to be included in the portfolio$)$NEXT