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Stocks A and B have the following historical returns: Year 2015 Stock A's Returns (24.25%) 18.50 Stock B's Returns 5.50% 26.73 2016 2017 38.67 48.25

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Stocks A and B have the following historical returns: Year 2015 Stock A's Returns (24.25%) 18.50 Stock B's Returns 5.50% 26.73 2016 2017 38.67 48.25 2018 14.33 (4.50) 2019 39.13 43.86 If more randomly selected stocks had been included in the portfolio, which of the following is the most accurate statement of what would have happened to the standard deviation of the portfolio? the standard deviation would have remained constant. the standard deviation would have been in the vicinity of 20%. O the standard deviation would have declined to zero if enough stocks had been included

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