Question 2 5 pts Your portfolio consists of $25,000 invested in Stock X and $75,000 invested in Stock Y. Both stocks have an expected return of 12%, a beta of 1.2, and a standard deviation of 25%. If the returns of the two stocks were to have a correlation of exactly 1, which of the following statements would best describe the characteristics of your portfolio? Your portfolio has a standard deviation greater than 25% and a beta equal to 1.2. Your portfolio has a beta of 1.2 and an expected return of 12%. Your portfolio has a standard deviation of 25% and an expected return of 12%. More than one of the answers is correct. Your portfolio has a standard deviation less than 25% and a beta greater than 1.2