You Are Considering Investing in One of the These Three

Multiple Choice

You are considering investing in one of the these three stocks: $$\begin{array} { c c c } \text { Stock } & \text { Standard Deviation } & \text { Beta } \\\text { A } & 20 \% & 0.59 \\\text { B } & 10 \% & 0.61 \\\text { C } & 12 \% & 1.29\end{array}$$ If 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; B.
B) B; A.
C) C; A.
D) C; B.
E) A; A.