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Stock A Stock B Stock C Stock A +1.0 Stock B -0.9 +1.0 Stock C +0.1 -0.4 +1.0 Given these correlations, the portfolio constructed from

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Stock A Stock B Stock C Stock A +1.0 Stock B -0.9 +1.0 Stock C +0.1 -0.4 +1.0 Given these correlations, the portfolio constructed from these stocks having the lowest risk is a portfolio Equally invested in stocks B and C Totally invested in stock Equally invested in stocks A and B and C Totally invested in stock B

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