Chapter MC$,$ Section $\mathrm{.}03,$ Problem $014$

You have the following data on three stocks:

$\backslash$table$[[$Stock$,$Standard Deviation,Beta$],[$A$,0\mathrm{.}15,0\mathrm{.}79],[$B$,0\mathrm{.}25,0\mathrm{.}61],[$C$,0\mathrm{.}20,1\mathrm{.}29]]$

As a risk minimizer, you would choose Stock if it is to be held in isolation and Stock if it is to be held as part of a well$-$diversified portfolio.

a$.$ A; B$.$

b$.$ C; A$.$

c$.C$;$B.$

d$.$ B; C$.$

e$.$ A; A$.$