You have a portfolio with a standard deviation of 27% and an expected return of 16%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 20% of your money in the new stock and 80% of your money in your existing portfolio, which one should you add? Expected Return 14% 14% Standard Deviation 22% 18% Correlation with Your Portfolio's Returns 0.2 Stock A Stock B 0.6 Standard deviation of the portfolio with stock A is %. (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.) A. Add B because the portfolio is less risky when B is added. B. Add A because the portfolio is less risky when A is added. C. Add either one because both portfolios are equally risky