The following table shows the coefficient of correlations between stocks A, B and C

Coefficient of correlation	A	B	C
A	0.00	-0.891	-0.214
B	-0.891	0.00	0.312
C	-0.214	0.312	0.00

	ER	Weights	Variance
A	0.037	40%	0.0046
B	0.021	30%	0.0036
C	0.093	30%	0.0087
		1

An investor can only keep two of these stocks in his portfolio and when he decides which two he will keep, then the weight of the third one (the one he is excluding) will be split amongst the other two equally. Which two stocks should the investor keep in order to minimize his risk level? Please show numerically how the two you selected will lead to less risk than any other two and explain in your words why this happened to support your numerical answer.

***** PLEASE I want the answer with steps, not the results only and please explain to me the steps ********