Stock A offers an expected return equal to 18% with a standard deviationequal to 22%. gold offers an expected return equal to 10%with a standard deviation equal to 30%. The correlation between stock A and gold is equal to +1.00. which of the followingis correct? Rational Risk averse investors.

A) will not hold gold

B) Might hold gold depending on preferences

C)will only hold gold in some combination with stocks