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X, Y, and Z stocks have the same expected returns and standard deviation. The table...

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X, Y, and Z stocks have the same expected returns and standard deviation. The table below shows the correlation between these actions: Action and Action z Action X Action Y Action z Action X +1.0 +0.9 +0.1-0.4 +1.0 % +1.0 According to these correlations, what would be the portfolio with the lowest risk? a. Investment in equal parts between X and Y b. Investment in equal parts between X and Z C. Equal part investment between Y and Z d. All in action Z

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