A portfolio consists of two stocks with returns that are not perfectly correlated:

$10,000 of stock Charlie, which has an expected return of 60% and a standard deviation of returns of 30%

$10,000 of stock Delta, which has an expected return of 40% and a standard deviation of returns of 20%

Which of the below statements is true about the portfolio?

		The standard deviation is 25% and the expected return is 50%.
		The standard deviation is not 25% and the expected return is 50%.
		The standard deviation is 25% and the expected return is not 50%.
		The standard deviation is not 25% and the expected return is not 50%.