Is my (c) choice right?

Use the following two statements to answer this question: 1. The expected return on a portfolio is the equally weighted average of the expected returns on the individual securities in the portfolio; II. The standard deviation of a portfolio reflects the weighted impact of the individual securities' standard deviations and the relationship among the co- movements of the returns on those individual securities; A. I is incorrect, Il is correct. Select one: O a. I is correct, II is incorrect. O b. I and II are incorrect. O c. I and II are correct. Clear my choice