You have the following data on three stocks:  StockStandard DeviationBetaA20%0.59B10%0.61C12%1.29If 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. A; A.
B. A; B.
C. B; A.
D. C; A.
E. C; B.


Answer: C

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