The next three questions involve stocks A and B which have the following characteristics: A B Covariance of stock's return with the market .03 .01 Standard deviation of the stock's returns .15 .30 Correlation between returns of A and B .25 .18 Standard deviation of the market Expected rate of return of the market 896 Risk free rate of interest 1% If you are a fully diversified investor, does buying A or B involve more risk