You are given the following data for expected annual return, E(R), and standard deviation of return, SD, for Starbucks (SBUX), Walmart (WMT), and Facebook (FB). E(R) SD SBUX WMT 20% 10% 60% 30% FB 25% 70% The correlation coefficient of returns between each pair of stocks is: SBUX and WMT = 0.6 SBUX and FB = 0.3 WMT and FB = 0.0 Which one of the following portfolios would have the lowest variance? A portfolio with 50% invested in WMT and 50% invested in FB. A portfolio with 50% invested in SBUX and 50% invested in WMT. A portfolio with 100% invested in WMT. A portfolio with 75% invested in WMT and 25% invested in FB