You have a portfolio with a standard deviation of 20% and an expected return of 18%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 40% of your money in the new stock and 60% of your money in your existing portfolio, which one should you add? Expected Return Standard Deviation Correlation with your portfolio Stock A 15% 15% 0.8 Stock B 15% 40% -0.4 O There is no difference in adding either one of the two stocks. Stock A Stock B