You have a portfolio with a standard deviation of $23\%$ 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 $20\%$ of your money in the new stock and $80\%$ of your money in your existing portfolio, which one should you add?

Standard deviation of the portfolio with stock $A$ is

Standard deviation of the portfolio with stock B is

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

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

$\%.($Round to two decimal places.$)$

$\%.($Round to two decimal places.$)$