单选题
编号：2692026
1. An investor holds a portfolio of two stocks, ABC Inc., and XYZ Corp., and is considering adding the stock of New Company to her portfolio. For diversification purposes, the most important factor for her consider where making this decision is:
- A.New Company's expected return relative to the returns of ABC and XYZ.
- B.The average covariance of New Company's returns with the returns of ABC and XYZ.
- C.The total variance of New Company's returns relative to the variance of returns for ABC and XYZ.