1 pts Question 30 Following is information about two stocks. Leanne is considering adding one of the stocks to her well-diversified portfolio, which currently has a beta equal to 1.2. Which stock should she purchase to ensure the risk of her portfolio does not increase? Expected Return Standard Deviation Stock Beta 1.80 15.0% 19% B 9.0 21 0.75 O Stock B, because it has the higher coefficient of variation. Stock A, because it has the higher expected return. Stock B, because it has the lower beta coefficient. Stock A, because it has the lower standard deviation Stock A, because it has the higher beta coefficient