An investment portfolio consisting of $15,000 in MSFT stock and $5,000 in IBM stock. For MSFT, the return is 10%, stdv is 8%, and beta is 0.7. For IBM the return in 14%, stdev is 14%, and beta is 1.6. Additionally, T-Bills are returning 6% annually. Regarding the two-stock porfolio above, which is true?

A) As the prices in the overall market change, the price of IBM should swing farther than the price of MSFT

B) MSFT provides the best return per unit of risk

C) the systematic risk for the whole portfolio is equal to 0.95

D) All are correct