You have the following data on three stocks:

Stock	Standard Deviation	Beta
A	20%	0.59
B	10%	0.61
C	12%	1.29

If you are a strict risk minimizer, you would choose Stock ____ if it is to be held in isolation and Stock ____ if it is to be held as part of a well-diversified portfolio.

a. B; A.

b. C; B.

c. C; A.

d. A; A.

e. A; B.