csc chapter 15&16 correlation

谢谢老师。
所以说correlation＝0是说这security和portfolio完全不相干吗？
An investor is looking to add a security to an existing portfolio. The expected return of the current portfolio is 8% and its standard deviation is 15. The expected return of the security is 8.5% and its standard deviation is 15. There is a correlation of 0.0 between this security and the existing portfolio.
Which of the following best describes the impact of adding the security to the portfolio?
a) Adding the security will increase the expected return and reduce the risk.
b) Adding the security will increase the expected return and not impact the risk.
c) Adding the security will increase the expected return and increase the risk.
d) Adding the security will increase the expected return and it is unclear how the risk will be impacted.
所以这题应该选b 对吗？