QUESTION $37$

You have developed the following data on three stocks:

$3\mathrm{.}75po$

$\backslash$table$[[$Stocks$,$Std$.$ Deviation,Beta$],[$A$,0\mathrm{.}45,0\mathrm{.}60],[$B$,0\mathrm{.}60,0\mathrm{.}75],[$C$,0\mathrm{.}55,1\mathrm{.}50]]$

If you are a risk minimizer, you should choose Stock a well$-$diversified portfolio. $$ if it is to be held in isolation and Stock $$ if it is to be held as part of

$$ A; A

B; A

C; A

A; C

C; B