Please kindly help me with the answer. Please provide with calculcations how you got there. Thank you

You have the following data on three stocks:

Stock Standard Deviation Beta A 0.15 0.79 B 0.25 0.61 C 0.20 1.29

As a risk minimizer, you would choose Stock ____ if it is to be held in isolation and Stock ____ if it is to be held as part of a well-diversified portfolio.

A; B.

C; A.

B; C.

C; B.