Which of the following stock has the highest risk?

Kendra Jackson, financial analyst, is given the following information on two stocks, Rockaway and Bridgeport. . . . . Covariance between the two stocks = 0.020 Standard Deviation of Rockaway's returns = 0.25 Standard Deviation of Bridgeport's returns = 0.13 Variance of Rockaway's returns = 0.0625 Variance of Bridgeport's returns = 0.0169 Assuming that Jackson must construct a portfolio using only these two stocks, which of the following stock has the highest total risk? . Both stocks have low risk Bridgeport Both stocks have high risk Rockaway