Consider the following probability distribution for stacks A and B.

State	Probability	Return on Stock A	Return on Stock B
1	0.10	10%	8%
2	0.20	13%	7%
3	0.20	12%	6%
4	0.30	14%	9%
5	?	15%	8*

Stock A has a correlation with the market portfolio of 0.75 and stock B has a correlation with the market portfolio of 0.30.The market portfolio has a standard deviation of of 12% and the risk free rate is 2.5%. A. The expected return for stock A is 13.2% and the expected return for stock B is 7.0%. B. If you invest 40% of your wealth in stock A and the balance of your wealth in stock B, The expected return on your portfolio is 9.9% and the risk is 1.071%

B only is true
	Neither A nor B are true
	Both A and B are true.
	A only is true.