A US investor's protfolio consists of domestic stocks: Which of the following fund would be a better addition:

Both a fund consisting of brazilian companies and a fund consitisting of russian co's has expected return of 12% and standard deviation of 40%. The brazilians fund correlation with the US portfiolio is -0.2 and the russian fund's correlation with the US portfolio is 0.15

a. the russian stock fun

b. neither would be beneficial b/c both are highly riskly

c. the brazilian stock fund

d. both are equally beneficial