Security A's expected return is 10% while the expected retum of Bis 14% The standard deviation of As retums is 5% and it is 9% for B. An investor plans to invest equal amounts in A and B. Which of the following statements is true about this portfolio consisting of stock and stock 8. OA. The risk of the portfolio is equal to 7% OB. The higher positive correlation of returna botween the two stocks, the higher the portfolio'sisk OC. Risk do not exist OD. The risk of the portfolio is primarily dependent on the thy function of the investor OE The lower the correlation of returns between the two stocks, the higher the portfolio rio