You have a portfolio with a standard deviation of 26% and an expected return of 19%. 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	Standard deviation	Correlation with your portfolio's returns
Share A	13%	25%	0.4
Share B	13%	17%	0.5

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.)

A. Add A since the portfolio is less risky when A is added.

B. Add B because the portfolio is less risky when B is added.