Bob has a $50,000 stock portfolio with a beta 1.2, an expected return of 10.8%, and a standard deviation of 25% Becky also has a $50,000 portfolio, but it has a beta of 0.8 an expected return 9.2% and a standard deviation that is also 25%. The correlation coefficient, r, between Bob's and Becky's portfolios is zero. If Bob and Becky marry and combine their portfolios, which of the following best describes their combined $100,000 portfolio? a. The combined portfolo's expected return will be less than the simple weighted average of the two expected returns of the individual portfolios, 10.0%. The corniced portfolo's beta will be equal to a simple weighted of betas of the two individual portfolo's 1.0; its expected return will be equal to simple weighted average of the expected returns of the two portfolos, 10.0% and its standard deviation will be less than the simple average of the two portfolo's standard 25%. The combined portfolo's standard will be the simple average of the two portfolos' deviations 25% The combined portfolo's expected return will be the simple weighted average of the expected of the two 10.0% The portfolo's standard will a simple average of the two standard 25%