$21.$ Consider the following three securities:

Security Expected Excess Return Beta Standard Deviation

A $12\%1\mathrm{.}020\%$

B $20\%2\mathrm{.}040\%$

C $13\%0\mathrm{.}515\%$

Which one would be best to hold as a single stock portfolio?

A$.$ Stock A

B$.$ Stock B

C$.$ Stock C

For the data in the previous question, which stock would be best to incorporate in a well$-$diversified tangent portfolio?

A$.$ Stock A

B$.$ Stock B

C$.$ Stock C