asap please

Use the table for the question(s) below. Consider the following expected returns, volatilities, and correlations: Correlation with Duke Energy Correlation with Microsoft Expected Return 14% 44% 23% Stock Duke Energy Microsoft Wal-Mart Standard Deviation 6% 24% 14% 1.0 Correlation with Wal-Mart 0.0 0.7 1.0 - 1.0 0.0 1.0 0.7 Which of the following combinations of two stocks would give you the biggest reduction in risk? O A. Wal-Mart and Microsoft O B. Duke Energy and Wal-Mart O c. Microsoft and Duke Energy OD. No combination will reduce risk