Correct Answer is A. Pls show any and all work!

Both E) $232.00 LY Intrinsic value per share=2.0StWA/77 Bill o ut Both Grease Gougers and Burns Industries have an expected return of 18%, a beta of 1.1, and a standard deviation of 25%. The correlation coefficient between the two stocks returns is 0.4. Which of the following is true of a 50-50 Grease Burns portfolio consisting of these two stocks? A) Grease Burns portfolio standard is less than 25%. B) Grease Burns portfolio beta is less than 1.1. C) Grease Burns portfolio expected return is greater than 18%. D) Both A and B are true E) None of the above are true