You have developed the following data on a 2-stock portfolio. Which scenario seems to be out of place? Expected return 0.25 0.25 Standard deviation 0.05 0.41 Scenario L. Correlation = 0.98 M. Correlation = 0.35 N. Correlation = 0.25 0. Correlation = 0.00 P. Correlation = -0.90 0.25 0.20 0.25 0.15 0.25 0.01 Select one: o ao o . O C.L O d.M o e.N