Suppose that you are currently holding only Tesla stock in your portfolio of risky assets. You are trying to decide which stock to add to your portfolio between General Motors and Boeing. You can only add one of the two stocks to the portfolio.

Which single piece of information below will be most helpful in determining whether adding General Motors or Boeing to your portfolio produces the most desirable investment opportunity set? Pick one.

Group of answer choices

A: The correlations between Boeing and Tesla and between General Motors and Tesla.

B: The standard deviations of returns on Boeing and General Motors.

C: The Sharpe ratios of Boeing and General Motors.

D: The expected returns on Boeing and Tesla.