Warren is an investor who believes that past variability of stocks is a reasonably good estimate of future risk associated with the stocks. Warren works on creating a new portfolio and has already purchased stock A. Now he considers two other stocks, B and C. Warren collected data on the historic rates of return for all three stocks, which are presented in the following table. Year Stock A Stock B Stock C 2015 30% 25% -10% 2016 25% 30% -5% 2017 -5% -10% 30% 2018 -10% -5% 25% Average return 10 10 10 Estimated standard deviation 20.41 20.41 20.41 Suppose Warren can only afford to complement stock A by adding just one of the two other stocks, either stock B or stock C. Complete the following table by computing correlation coefficients between stocks A and B and between stocks A and C, and calculate average returns and standard deviation for the two potential portfolios, AB and AC: Stocks A and B Stocks A and C Correlation coefficient Average return 11 11 Standard deviation