You have a portfolio with a standard deviation of 23% and an expected return of 16%. You are considering addi my 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?

Stock A

Expected return: 13%

Standard Deviation: 22%

Correlation with your portfolios returns 0.4

Stock B

Expected returns 13%

Standard deviation 20%

Correlation with your portfolios returns 0.7