**PLEASE SHOW WORK

Some of the portfolio consists of stock A, which has an expected return of 18.4% and a standard deviation of 28.9% and the rest of the portfolio consists of stock B, which has an expected return of 18.4% and a standard deviation of 28.9%. If the returns of stock A and stock B do not perfectly move together in the same direction by the same relative amount, then which one of the following assertions is true? Assume that their portfolio has at least some stock A and some stock B.

A. The expected return of the portfolio is 18.4% and the standard deviation of the portfolio is 28.9%

B. The expected return of the portfolio is 18.4% and the standard deviation of the portfolio is not 28.9%

C. The expected Return of the portfolio is not 18.4% and the Senate deviation of the portfolio is 28.9%

D. The expected the return of the portfolio is not 18.4% and the standard deviation of the portfolio is not 28.9%

E. The question cannot be answered without more specific information on how much of the portfolio consists of stock A