Bob has a $50,000 stock portfolio with a beta of 1.2, an expected return of 10.8 percent, and a standard deviation of 25 percent. Becky has a $50,000 portfolio with a beta of 0. between Bob's and 8, an expected return of 9.2 percent, and a standard deviation of 25 percent. The correlation cofficient, Becky's portfolios is 0. Bob and Becky are engaged to be married. Which of the following best describes their combined $100,000 portfolio? A. The combined portfolio's expected return is a simple OB. The combined portfolio's beta is a simple average of the betas of the two individual portfolios (1.0 c. The combined portfolio s standard deviation is less than a simple average of the two portfolios standard deviations (25%), even though average of the expected returns of the two individual portfolios (10%). there is no correlation between the returns of the two portfolios. 0 D. All of the statements above are correct. Reset Selection