单选题 Stocks A, B, and C each have the same expected return and standard deviation. The following table shows the correlations between the returns on these stocks.

Correlation of Stock Returns
	Stock A	Stock B	Stock C
Stock A	+1.0
Stock B	+0.9	+1.0
Stock C	+0.1	-0.4	+1.0

Given the above correlations, the portfolio constructed from these stocks having the lowest risk is a portfolio : A. equally invested in stocks A and B. B. equally invested in stocks A and C. C. equally invested in stocks B and C.