Question 22 0.8 pts Based on the following information, Stock Weights St. Deviation Coeff. Correlation KO 65% 4% PEP 2% -0.79 (1 - weight of KO) (1 - weight of KO) WMT 15% -0.81 Currently, you are holding a portfolio comprised by KO and PEP shares (65% in KO). Your advisor suggests you should change to a portfolio comprised by KO and WMT instead (65% in KO). In this way, you would achieve a lower risk. Do you accept this recommendation? Type O as your solution if you do not accept (Your current portfolio has a lower risk than the new one) Type 0.001 as your solution if you accept (The new portfolio would indeed result in a lower risk) "If you choose O. Canvas may think you have not answered the question. Ignore this message. The quiz will be graded correctly when submitted