Scenario	Probability	Stock A	Stock B
A	0.50	0%	10%
B	0.35	-10%	20%
C	0.15	70%	-20%

Which of the following is the best true statement about the returns of these two stocks?

a. The expected return of stock A is 20% and stock B is 3.33%. Therefore one should invest more money in stock A.

b. The returns of stock A and stock B have a correlation close to zero.

c. An investor is an equally weighted portfolio of these two stocks cannot avoid the possibility of a negative return

d. The standard deviation od stock A is more than twice as great as that of Stock B and the expected return of stock A (7%) is less than the return of stock B (9%), one should invest only in stock B and not stock A

e. Even though the standard deviation of stock A is 26.85% and stock B is 13%, an equally weighted portfolio of these two stocks will be lower (7.14%) than either stocks standard deviation