Question 14 Based on your research, you have already invested 30% of your savings in Stock X, which has a standard deviation of returns of 0.90. You want to diversify your risk and invest the remaining of your savings in one of the two other stocks based on your research: Stock A or Stock B. Standard deviation of the returns for Stock Ais 0.63. The covariance of the returns between Stock X and Ais -0.29. Whereas returns for Stock B have a standard deviation of 0.87. The covariance of the returns between Stock X and Bis -0.51. To diversify, you should invest in and build a two-asset portfolio with Stock X, achieving a variance of Stock A: 0.1092 Stock A: 0.1456 Stock B: 0.1048 Stock B; 0.1814 Stock B: 0.1456