Question 8 (1 point) Which of the following statements is correct? The standard deviation of a portfolio can never be less than the smallest asset's standard deviation in the portfolio The portfolio beta (Bp) can be less than the smallest beta in the portfolio because Bp is a weighted average of the individual asset betas. The expected return of a portfolio which has a positive investment in each of the assets it contains is less than the smallest asset's return in the portfolio The standard deviation of a portfolio can be lower than the smallest asset's standard deviation in the portfolio None of the answers is correct