Given the following information:

Expected return for stock A = 18%

Expected return for stock B = 25%

Standard deviation of stock A = 12%

Standard deviation of stock B = 20%

Correlation coefficient = 1.0.

Choose the investment below that represents the minimum risk portfolio: a) 100% invest in stock A

b) 100% invest in stock B

c) 50% in stock A and 50% in stock B;

d) 20% invest in stock A and 80% in stock B e) 60% invest in stock A and 40% in stock