You have developed the following data on a 2-stock portfolio. Which scenario seems to be out of place? Scenario Expected return Standard deviation L. Correlation = 1.25 0.25 0.61 M. Correlation = 0.35 0.25 0.13 N. Correlation - 0.25 0.25 0.20 0. Correlation - 0.00 0.25 0.15 P. Correlation = -1.00 0.25 0.10 Select one: a. N C b. M d. O e. P You have developed the following data to examine the impact of portfolio diversification. Which scenario seems to be out of place? # 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: a. O b. M c. L d. N OO e. P