An investor has a portfolio of two assets A and B. The details are shown in the below table. Portfolio Details Expected Standard Expected Asset Covariance (A,B) return deviation Portfolio Return A 0.06 0.5 0.12 0.1 B 0.08 0.8 Which one of the following statements is NOT correct? a. The correlation of asset A and B's returns is 0.3. O b. The order of short selling is borrowing, buying, selling, and returning. . The investor can benefit from a fall in the price of asset A. Od. The variance of the portfolio is 2.33. O e. The portfolio weight in asset A is -100%