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The figures below show plots of monthly excess returns for two stocks plotted against excess returns for a market index. Which stock is likely to

The figures below show plots of monthly excess returns for two stocks plotted against excess returns for a market index.

Which stock is likely to further increase risk for an investor currently holding her portfolio in a well-diversified portfolio of common stock?

Stock A

There is no difference between A or B.

The answer cannot be determined from the information given.

Stock B

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