An investor currently owns Brown Corp. stock and is thinking of adding either James Corp. or Beta Corp. stock to his holdings. All three stocks offer the same expected return and same total risk. The correlation of returns between Brown stock and James stock is -0.50 and the correlation between Brown stock and Beta stock is +.50. The risk of the portfolio would: a) Decline more if you bought Beta Co. b) Decline more if you bought James Co. c) Decrease if you bought James Co. but increase if you bought Beta Co