Please select an answer A through E.

Stock A and Stock B each have an expected return of 12 percent, a beta of 1.2, and a standard deviation of 25 percent. Portfolio P has half of its money invested in Stock A and half in Stock B. Stock A and Stock B are not closely correlated. Which of the following statements is most correct? a. Portfolio Phas an expected return of 12 percent. b. Portfolio P has a standard deviation of 25 percent. c. Portfolio P has a beta of 1.2. d. Statements a and care correct. e. All of the statements above are correct