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An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 20%,

An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 20%, while the standard deviation on stock B is 15%. The correlation coefficient between the returns on A and B is 0%. The standard deviation of return on the minimum-variance portfolio (i.e. the portfolio with the smallest volatility obtainable form stocks A and B) is A. 12% B. B. 17% C.0% D. 6%

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