Keri has a fairly diversified portfolio and is considering adding another security to it. She would like the additional security to enhance the diversification of the portfolio. Which one should she add? a. Security A has a correlation of 0.95 with her portfolio. b. Security B has a correlation of 0.55 with her portfolio. c. Security C has a correlation of 0.05 with her portfolio. d. Security D has a correlation of -0.25 with her portfolio. 10. Ollie is considering two portfolios: 1) Portfolio A with a return of 12% and a standard deviation of 16% and 2) Portfolio B with a return of 5% and a standard deviation of 7%. Assuming the correlation between A and Bis-1 and he invests 30% in A and 70% in B, what is the portfolio standard deviation? a. Between 0% and 3%. b. Between 3% and 6%. c. Between 6% and 9%. d. Between 9% and 14%