"Your client has $1,000,000 invested in the market portfolio. She now wants to invest $10,000 in a single stock. Which one of the following stocks would you recommend if the market's s = 5%?" Stock o Correlation with the market Expected Return 10% 10% ZZZ GBL 0.83 12% 11% B 2 0.8 1.3 0.36 0.65 10% 10% MNM ZZZ A. GBL B. C. All three securities are equally good investments D. None of these three securities is worth investing in MNM E