Next, consider a two-asset portfolio consisting of stock A with wA=75% and an expected return rA=5% and a standard deviation of A=4%, and stock B with rB=8% and B=10%. Assuming that the correlation between stocks A and B is zero, the expected return to the portfolio is , and the portfolio's standard deviation is Suppose that the correlation between stocks A and B is AB=1, instead of zero. Which of the following statements correctly reflects the new tata? The risk associated with the portfolio is the same as when the correlation is zero. The risk associated with the portfolio is higher. The risk associated with the portfolio is lower. The expected return to the portfolio is lower