QUESTION 10 Some of a portfolio consists of stock A, which has an expected return of 15.1% and a standard deviation of returns of 26.1%, and the rest of the portfolio consists of stock B, which has an expected return of 15.19 and a standard deviation of returns of 26.196. If the returns of stock A and stock B do not move perfectly together in the same direction by the same relative amount, then which one of the following assertions is true? Assume that the portfolio has at least some stock A and some stock B. The question can not be answered without more specific information on how much of the portfolio consists of stock A and how much consists of stock B b. The expected return of the portfolio is not 15.19 and the standard deviation of the portfolio is not 26.1% c. The expected return of the portfolio is not 15.196 and the standard deviation of the portfolio is 26,19 d. The expected return of the portfolio is 15.1% and the standard deviation of the portfolio is not 26.1% e. The expected return of the portfolio is 15.1% and the standard deviation of the portfolio is 26.196