QUESTION 2 Stocks A and B each have an expected return of 15%, and a standard deviation of 20%. The stock's returns have a of +0.6. You have a portfolio that consists of 50% Stock A and 50% Stock B. Which of the following statements is CORRECT? O a The portfolio's standard deviation is greater than 20% O b. None of the statements listed are correct. O c. The portfolio expected return is less than 15%. O dThe portfolio's standard deviation is 20% O e. The portfolio's expected return is 15%