Review Problems - diversification 1. The following information is available to you: Select two of the securities below to create a portfolio that will produce the lowest risk. Out of the possible two-security portfolios, which one do you believe would be the preferable investment? Explain. ER AT 10.00 14.00 12.00 16.00 16.00 19.00 Correlation table 1.00 0.20 -0.40 0.20 1.00 -0.10 -0.40 -0.10 1.00