Stock A has an expected annual return of 24% and a return standard deviation of 28%. Stock B has an expected return 20% and a return standard deviation of 32%. If you are a risk averse investor, which of the following is true?

A. You would never include Stock B in your portfolio, as it offers a lower return and a higher risk.

B. Under certain conditions you would put all your money in Stock B.

C. You would never invest in either one of the two stocks.

D. For a low enough correlation coefficient between the returns of the two stock, you might want to invest in both.

E. I choose not to answer

Please give an explanation :)