单选题 Stock A has a standard deviation of O. 5 and Stock B has a standard deviation of 0.3. Stock A and Stock B are perfectly positively correlated. According to Markowitz portfolio theory how much should be invested in each stock to minimize the portfolio"s standard deviation?
A. 100% in Stock

A、 B. 50% in Stock A and 50% in Stock B.
B、 100% in Stock
C

【正确答案】 C

【答案解析】Since the stocks, are perfectly correlated, there is no benefit from diversification. So, invest in the stock with the lowest risk.