You have a portfolio with a standard deviation of 26% and an expected return of 16%. You are considering adding one of the two shares in the table below. If after adding the shares you will have 20% of your money in the new shares and 80% of your money in your existing portfolio, which one should you add? Expected return 14% 14% Standard deviation 23% 16% Correlation with your portfolio's returns 0.2 0.6 Share A Share B Standard deviation of the portfolio with share A is %. (Round to two decimal places.) Standard deviation of the portfolio with share B is %. (Round to two decimal places.) Which share 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