Portfolio Management and Portfolio Standard Deviation. Stocks A, B, C, and D have the same expected returns and standard deviations. The following table shows the correlations between the returns on these stocks: Stock A Stock B Stock C Stock D Stock A 1 Stock B -0.3 1 Stock C -0.1 0 1 Stock D -0.2 0 0 1 Given these correlations, which of the following portfolios has the lowest standard deviation? A. Equally invested in stocks A, B, and C B. Equally invested in stocks A, B, and D C. Equally invested in stocks A, C, and D D. Equally invested in stocks B, C, and D E. All of the above portfolios have same standard deviation