2. Alpha and Beta Alpha Company's common stock has a standard deviation of return of 80% and Beta Incorporated's common stock has a standard deviation of return of 40%. The correlation between these two common stocks is 20%. What is the standard deviation of return of the following portfolios: A. 75% Alpha company and 25% Beta Incorporated. B. 50% Alpha Company and 50% Beta Incorporated. C. 25% Alpha Company and 75% Beta Incorporated