2 pts Consider the following expected returns, volatilities, and correlations: Correlation Expected Standard Stock with Duke Correlation return deviation with Microsoft Energy Duke Energy 14% 6% 1.0 -1.0 Microsoft 44% 24% -1.0 1.0 23% 14% 0.0 Wal-Mart 0.7 Correlation with Wal-Mart 0.0 0.7 1.0 Which of the following combinations of two stocks would give you the biggest reduction in risk? Wal-Mart and Microsoft O No combination will reduce risk. O Duke Energy and Wal-Mart O Microsoft and Duke Energy