QUESTION 27 Let portfolio P that consists of two assets, risky stock A and riskless asset F. Also let the invested wealth be equally divided among those two assets. That is, WA = WF = 5. All else equal, if the standard deviation of stock A (CA) increases by one percent (19), then the standard deviation of Pop) will will decrease by increase by will stay the increase by None of the answers is d. will decrease 1% 0.5% same 1% by 0.5% a. C. e. correct Of