Is it beneficiary to create a portfolio with stocks A and B, if the information about each stock as follows: stock A: Average annual return-117.4, Average return 11.7%, Standard deviation 8.9, Coefficient of variation 0.8, Required return 11.8, beta 1.6 stock B: Average annual return-111.4, Average return 11.1%, Standard deviation 2.7, Coefficient of variation 0.2, Required return 10.3, beta 1.1 Risk free rate 7% Market return 10% Covariance 11.95 Correlation coefficient 0.48 Return on a portfolio (with both stocks A and B) 11.44 Standard deviation of a portfolio 5.26