3. Hani is considering the data from the stock market. The information exported are related to three stocks: A, B, and C. Portfolio ABC has one third of its funds invested in each of the three stocks. The risk-free rate is 5%, and the market is in equilibrium, so required returns equal expected returns. Knowing that the standard deviation of portfolio AB is 20%, which of the following statements is CORRECT? Stock A B Expected Return Standard Deviation 10% 20% 10% 10% 12% 12% Beta 1 1 1.4 O A) Portfolio ABC's expected retum is 10:66667 O B) Portfolio AB's coefficient of variation is greater than 20 OC) Portfolio AB's required retum is greater than the required return on Stock A. D) All of the above E) None of the above