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 25% of your money in the new stock and 75% of your money in your existing portfolio, which one should you add? Expected Return 15% Standard Deviation 24% Correlation with Your Portfolio's Returns 0.2 0.7 Stock A Stock B 15% 20% Standard deviation of the portfolio with stock Ais%. (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.) O A. Add B because the portfolio is less risky when B is added. O B. Add A because the portfolio is less risky when A is added. OC. Add either one because both portfolios are equally risky