The following data are for Problems 17 through 19: The correlation coefficients between pairs of stocks are as follows: Corr(A, B) = .85; Corr(A,C)= 60; Corr(A, D) = 45. Each stock has an expected return of 8% and a standard deviation of 20% 17. If your entire portfolio is now composed of stock A and you can add some of only one stock to your portfolio, would you choose (explain your choice): a. B. C. D. b. c. d. Need more data