Consider the following information for three stocks, A, B, and C. The stocks' returns are positively but not perfectly positively correlated with one another, i.e., the correlations are all between 0 and 1.

Stock	Expected Return	Standard Deviation	Beta
A	10%	20%	1.0
B	10%	10%	1.0
C	12%	12%	1.5

Portfolio AB has half of its funds invested in Stock A and half in Stock B.

Portfolio ABC has one third of its funds invested in each of the three stocks.

	a.	Portfolio ABC has a standard deviation of 20%.
	b.	Portfolio AB's required return is greater than the required return on Stock A.
	c.	Portfolio AB has a standard deviation that is less than 20%.
	d.	Portfolio AB's coefficient of variation is greater than 2.0.