You wish to diversify by adding a second stock to the one stock you currently own. Which of the following securities would provide the SMALLEST reduction in risk? O A. Security A with a correlation coefficient of - 0.0 with the one stock that you currently own OB. Security B with a correlation coefficient of 0.0 with the one stock that you currently own O C. Security C with a correlation coefficient of -0.50 with the one stock that you currently own OD. Security D with a correlation coefficient of 0.50 with the one stock that you currently own W Assume the following information about the market and Lithium Motors Stock. Lithium's beta = 1.80, the risk - free rate is 2.50%, the market risk premium is 8.0%. According to CAPM, what is the expected return for the firm's stock? O A. 18.50% B. 16.90% O C. 13.50% OD. 27.00%