You have the following data on three stocks. Stock Expected Standard Coefficient of Return Deviation Variation 16% 18% 1.13 Alpha Beta 8% 10% 1.25 Gamma 12% 13% 1.08 You are a strict risk minimizer. Which stock would you choose if it is to be held in isolation? O Alpha Beta Gamma When two stocks with zero correlation are combined in a portfolio, the lowest portfolio risk that can be achieved is: lower than the high-risk stock, but higher than the low-risk stock. lower than the low-risk stock. zero risk (full elimination of risk). O dependent on other factors, so all other options are possible