You have a portfolio with a standard deviation of 27% and an expected return of 17%. You are considering adding one of the two shares in the table below. If after adding the shares you will have 30% of your money in the new shares and 70% of your money in your existing portfolio, which one should you add? Expected return 12% 12% Standard deviation 26% 16% Correlation with your portfolio's returns 0.3 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.) A. Add A since the portfolio is less risky when A is added. OB. Add B because the portfolio is less risky when B is added