Portfolio P has $200,000 consisting of $100,000 invested in Stock A and $100,000 in Stock B. Stock A has a beta of 1.2 and a standard deviation of 20%. Stock Bhas a beta of 0.8 and a standard deviation of 25%. Which of the following statements is CORRECT? (Assume that the stocks are in equilibrium.) o. Dock has a righer required rate of return than Stock More information is needed to determine the portfolio's beta O cDortfolio Phabet oft O d. Portfolio Phas a standard deviation of 22.5 O Stock A's returns meless highly correlated with the returns on most other stocks an are B's returns. Our