Bob has a $50,000 stock portfolio with a beta of 1, 2, an expected return of 10.8%, and a standard deviation of 25%. Becky also a $50,000 portfolio, but it has a beta of 0.8, , an expected return of 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 many and combine their portfolios which of the following best denseness their combined $100,0000 portfolio