You have a portfolio with a standard deviation of $26\%$ and an expected return of $20\%.$ You are considering adding one of the two stocks in the following table. If after adding the stock you will have $30\%$ of your money in the new stock and $70\%$ of your money in your existing portfolio, which one should you add?

$\backslash$table$[[,\backslash$table$[[$Expected$],[$Return$]],\backslash$table$[[$Standard$],[$Deviation$]],\backslash$table$[[$Correlation with$],[$Your Portfolio's Returns$]]],[$Stock A$,12\%,25\%,0\mathrm{.}3],[$Stock B$,12\%,17\%,0\mathrm{.}5]]$

Standard deviation of the portfolio with stock $A$ is $21\mathrm{.}66\%.($Round to two decimal places.$)$

Standard deviation of the portfolio with stock B is $\%.($Round to two decimal places.$)$

Which stock should you add and why? $($Select the best choice below.$)$

$$ A$.$ Add $B$ because the portfolio is less risky when $B$ is added.

B$.$ Add A since the portfolio is less risky when $A$ is added.

C$.$ Add either one because both portfolios are equally risky.