Assume that a risk-averse investor currently owing stock in Company A decides to add the stock of either B or C to her portfolio. For simplification, assume that all three stocks offer the same expected return and total variability (standard deviation). The correlation of return between stocks A and B is -0.15 and between A and C is +0.15. Her portfolio risk is expected to..

-decline more when the investor buys stock B

-decline more when the investor buys stock C

-increase when either stock B or C is bought

-remain the same