0.56618 Question 24 Not yet answered Your portfolio consists of $50,000 invested in Stock X and 550,000 invested in Stock Y. Both stocks have an expected retum of 15%, betas of 1.6, and standard deviations of 30%. The returns of the two stocks are independent, so the correlation coefficient between them, XY, is zero. Which of the following statements best describes the characteristics of your 2-stock portfolio? ps out of 333 Son Select one: a. Your portfolio has a standard deviation of 30%, and its expected return is 15% b. Your portfolio has a standard deviation greater than 30% and a beta equal to 1.6. c. Your portfolio has a beta equal to 1.6, and its expected return is 15% d. Your portfolio has a standard deviation less than 30%, and its beta is greater than 1.6. e. Your portfolio has a beta greater than 16, and its expected return is greater than 15% Previous page