You hold $10,000 of stock XYZ and $10,000 in cash. You are considering investing your cash in one of 4 stocks. You decide to measure the correlation of each stock's returns with XYZ's returns and get the following table: If you're most concerned with building a diversified portfolio, which stock should you invest your cash in? Stock Correlation with XYZ 0.67 0.34 0.53 0.21 B D a) A b) B c) C d) D