You have developed the following data on a 2-stock portfolio. Which scenario seems to be out of place? Scenario Expected return Standard deviatinn 1. Carrelation-0.95 0.25 0.05 M. Correlation-0.35 0.25 (1.41 N. Correlation-0.25 0.25 0.21 0. Correlation-0.00 0.25 0.15 P. Correlation-1.NO 0.25 0.07 Select one: O b. L ON Od M . Oe. P P You have developed the following data to examine the impact of portfolio diversification. Which scenario seems be out of place? N of stocks in the portfolio Diversifiable Risk Market Risk L. 2 stocks 0.15 0.20 M. 20 stocks 0.13 0.20 N. 30 stocks 0.10 0.20 0.60 stocks 0.14 0.20 P. 100 stocks 0.01 0.20 Select one: O. OC. N Od L OM