Consider the following expected returns, volatility and correlations: Stock Expected Return Standard Deviation Correlation with Duke Energy Correlation with Microsoft Correlation with Walmart Duke Energy 14% 15% 1.0 -1.0 0.7 Microsoft 44% 24% -1.0 1.0 0.5 Walmart 23% 14% 0.7 0.5 1.0 Which of the following portfolios will provide the greatest benefit of diversification