In a portfolio composed of two investments, which of the following is a possibility?

a. Beta of the portfolio less than the beta of at least one of the investments held alone.

b. Expected rate of return from the portfolio less than the expected rate of return from either investment held alone.

c. Standard deviation of the portfolio greater than the standard deviation of either investment held alone.

d. Expected rate of return from the portfolio greater than the expected rate of return from either investment held alone.