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A highly risk-averse investor is considering adding one additional stock to a 3-stock portfolio, to form a 4-stock portfolio.  The three stocks currently held all have b = 1.0 and a perfect positive correlation with the market.  Potential new Stocks A and B both have expected returns of 15%, and both are equally correlated with the market, with r = 0.75.  However, Stock A\'s standard deviation of returns is 12% versus 8% for Stock B.  Which stock should this investor add to his or her portfolio, or does the choice matter?

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