38 2.5 points Which of the following best describes the expected return and volatility of a 2- stock portfolio? The portfolio's expected return is a weighted average of the two stocks' expected returns but its volatility is not a weighted average of the two stocks' volatilities. O The portfolio's expected return is a weighted average of the two stocks' expected returns but its volatility is a weighted average of the two stocks' betas. The portfolio's expected return is a weighted average of the two stocks' expected returns and its volatility is a weighted average of the two stocks' volatilities. O The portfolio's volatility is a weighted average of the two stocks' volatilities but the portfolio's expected return is not a weighted average of the two stocks' expected returns. Next