NVIDIA Corp. [NVDA] has a Beta of 1.45 (according to Google Finance) and a standard deviation of monthly returns of 9.6% since 2011. Bed Bath and Beyond [BBBY] has a Beta of 0.67 (according to Google Finance) and a standard deviation of monthly returns of 11.3% since 2011. If 1 am a widely diversified investor, which stock adds more risk to my portfolio?
a. NVIDIA

b. Bed Bath and Beyond

c. They are the same

d. There is not enough information to answer this question