Question 43 point Two stocks from Us Toronto Stock Exchange are come in a corto From ten years of performance to determined the latteot cach stock to be follow SLOCKA Variance 2435 Standard deviation 493 Stock Variance 797 Stinand Devtation 2.82 Stock A is a cyclical stock whose volty follow the volatility of the TSX Stock on the other hand is a counter cyclicaleAs a result, the two stocks are complementary and in a portfolio generate a Correlation coefficient -035 Borse on the information provided, if yours to maintonize the vaatility of the portok would you expect the portfolio to contain more of stock and easy to Bar more of Stock B and less of Stock Al explain the basis for your choice