Consider an equally weighted portfolio consisting of two stocks Maxi and Mini that exhibit standard deviations equal to $25\%$ and $15\%,$ respectively. The portfolio's standard deviation equals $10\%$ which implies a considerable degree of risk diversification. The correlation between the two stocks comes closest to:

A$)0\mathrm{.}5$

B$)0\mathrm{.}6$

C$)-0\mathrm{.}5$

D$)-0\mathrm{.}6$