You are given the following data for expected annual return, E$($R$),$ and standard deviation of return, SD$,$ for Starbucks $($SBUX$),$ Walmart $($WMT$),$ and Nike $($NKE$).$StockExpected return, E$($r$)$Standard deviation, oSBUX$20\%60\%$WMT$10\%30\%$NKE$25\%70\%$The correlation coefficient of returns between each pair of stocks is:SBUX and WMT $=0\mathrm{.}6$SBUX and NKE $=0\mathrm{.}3$WMT and NKE $=0\mathrm{.}0$Which one of the following portfolios would have the lowest variance?A portfolio with $75\%$ invested in WMT and $25\%$ invested in NKE.BA portfolio with $50\%$ invested in SBUX and $50\%$ invested in WMT$.$A portfolio with $100\%$ invested in WMT$.$A portfolio with $50\%$ invested in WMT and $50\%$ invested in NKE.