Hobby is risk-averse and hold a well-diversified investment portfolio. Hobby is considering adding one (and only one) additional stock to his portfolio. Assume that all new stocks have the same expected returns of 12.5% and that the returns are sufficient to compensate for risk. Which stock should Hobby add to his portfolio? a. additional information needed. b. one with the smallest beta. C. they should be indifferent as the expected returns are the same. d. one with the smallest standard deviation. e. one with the highest required return