Question 16 (1 point) Stock Alus an expected return of 10% and a standard devation of 25%. Stock Bhas an expected return of 10% and a standard deviation of 25%. Stock Chan expected return of 18% and a standard deviation of 42% The correlation between stock As return and stock B's return is 40%. The correlation between stock A's return and stock C's return is 32%. The correlation between stock O's return and stock Caturn is 13%. Which of the following are true? LA portfolio that invests 50% of its money in stock A and 50% of its money in stock Chas lower return standard deviation than a portfolio that invests 50% of its money in stock Band 50% of its money in stock C) A portfolio that invests 50% of its money in stock A and 50% of its money in stock Chas higher return standard deviation than a portfolio that invests 50% of its money in stock Band 50% of its money in stock C. 1. A portfolio that invests 50% of its money in stock A and 50% of its money in stock Chas a lower expected return than a portfolio that invests 50% of its money in stock 8 and 50% of its money in stock C. iv. A portfolio that invests 50% of its money in stock A and 50% of its money in stock C has a higher expected return than a portfolio that invests 50% of its money in stock Band 50% of its money in stock C