You have analyzed four stocks and obtained the following results:

Stock Return Standard Beta

K 22% 35% 2.8

I 10% 17% 0.8

N 8% 15% 0.2

G 10% 13% 0.5

Refer to the information above. A risk-averse investor, who will be adding the stock to his already well-diversified portfolio, would choose to invest in Stock

A) K

B) I

C) N

D) G