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 = 1.00 0.25 0.05 M. Correlation = 0.35 0.25 0.41 N. Correlation = 0.25 0.25 0.20 0. Correlation = 0.00 0.25 0.15 P. Correlation = -1.00 0.25 0.00 Select one: a. M b. N. c. P d. L e. O