portfolio manager is considering adding another security to his portfolio. The the highest level of risk diversification?

Orrelations of the $5$ alternatives available are listed below. Which secunty would enable

A $0\mathrm{.}0$

B$.0\mathrm{.}25$

C$.-0\mathrm{.}25$

D$.-0\mathrm{.}75$

E$.1\mathrm{.}0$

Explain the answer to this question