7. Stocks A,B, and C have the same expected return and standard deviation. The following table shows the correlation coefficients between the returns on these stocks. Given these correlations, consider the following four portfolios constructed from these stocks. Which portfolio has the lowest risk? Explain. (a) Equally invested in stocks A and B (b) Equally invested in stocks A and C (c) Equally invested in stocks B and C (d) Totally invested in stock C