Consider the below and then answer the related question. You have computed the correlations for different sets of stock returns. They are as follows: Stocks K and E Correlation =0.67; Stocks K and F Correlation = 0.75 ; Stocks K and G Correlation =0.63; Stocks K and H Correlation =0.49 Each stock has the same expected return of 11.50% and their standard deviations are all equal at 21.70%. Your goal is to maximize your return per unit of risk. If your entire portfolio is now composed of Stock K and you can add some of only one (E,F,G or H) stock to your portfolio, which stock would you choose? Stock G StockE Stock F Stock H