Some of a portfolio consists of stock A. which has an expected return of 15.604 and a standard deviation of returns of 21.997 and the rest of the portfollo consigts of stock 8. Which has an expected return of 15.60% and a standard deviation of returns of 21.994. If the returns of stock. A and stock B do not move perfecty together in the same direction by the same relative amount, then which one of the following assertions is true? Assume that the portfollo has at least some stock A and some stock 8 . The expected retum of the portlolis is 15.60% and the standard deviation of the portfolio is not 21.09 The expected return of the poetfolo is not 15.60% and the standard deviation of the poreile is 21.99 The expected retum of the portiolo is not 15.60% and the standard deviation of the portolo is not 21.99 The expected return of the portolio is 15.60% and the standaed devation of the pontolio is 21.99 The puestion cas not be angwered without more specte infermaton on how much of the portiolo consists of stock A and haw much oonests of stock 8