29. You want to know if certain stocks are correctly priced. The table below shows the expected returns, return standard deviations, and return correlations with the market portfolio for Stocks A - E; data for the risk-free asset (F) and the market portfolio (M) are also shown. E(R 0.04 0.10 0.09 0.07 0.16 0.03 0.10 Asset 0.40 0.80 0.35 0.40 0.50 0.00 0.20 0.25 0.25 0.40 0.60 0.64 0.00 1.00 Which of the following statements is most accurate given these data? a. b. c. d. e. B's and C's prices will rise, A's and E's prices will fall, D's price won't change. C's and E's prices will rise, A's and D's prices will fall, B's price won't change. A's and D's prices will rise, C's and E's prices will fall, B's price won't change. A's and E's prices will rise, B's and C's prices will fall, D's price won't change. An answer not shown