The correlation coefficient between several pairs of stock are as follows: Corr(A,B)=0.85: Corr(A,C)=0.60; Corr(A,D)=0.45. Each stock has an expected return of 8% and standard deviation of 20%. a. If your entire portfolio now consists of stock A and you can add some of only one stock to your portfolio, would you choose (Explain your choice): i. B ii. C iii. D iv. need more data b. would the answer to part a change for more risk averse or risk tolerant investors? Explain. C. Suppose in addition to investing in one more stock you can invest in T-Bills as well. Would you change your answers to parts a and b if T-Bill rate is 8%