Stocks A, B and C each have the same expected return and standard deviation. The following table shows the correlation between the returns on these stocks

	CORRELATION OF STOCK RETURNS
	Stock A	Stock B	Stock C
Stock A	+1
Stock B	+0.9	+1
Stock C	]+0.1	-0.4	+1

Given the above correlations, the portfolio constructed from these stocks having the lowest risk is a portfolio

a.

equally invested in stocks A and B

b.

equally invested in stocks A and C

c.

invested in stocks B and C

d.

equally invested in Stock C