QUESTION 12 A highly risk-averse investor is considering the addition of an asset to a 10-stock portfolio. The two secunties under consideration both have an expected return equal to 15 percent. However, the distribution of possible returns associated with Asset A has a standard deviation of 12 percent, while Asset B's standard deviation is 8 percent. Both assets are correlated with the market with p= 0.75 Which asset should the risk-averse investor add to his/her portfolio? O Both A and B O Neither A and B Asset A O Asset B 3 points