Two risky assets are available: Xeno has expected return 14% and standard deviation 30%, and Yike has expected return 18% and standard deviation 23%. Kiko is an investor that likes high expected return and low standard deviation. What is a necessary condition for Kiko to invest a positive fraction of his portfolio in Xeno stock? The correlation between Xeno and Yike must be exactly equal to - 1 The correlation between Xeno and Yike must be less than 1 The variance of Xeno must be equal to 0 Kiko would never invest in Xeno stock