You are considering making equal investments in two stocks, with the expressed goal of maximizing the diversification benefit of creating a portfolio. The correlation matrix of your available stock investments are listed below. Which two stocks should you select to create your portfolio? Stock B D A 1.0 0.70 10.60 0.65 B 0.55 0.60 1.0 0.45 1.0 D C & D O A&B B&C O A&C