Some of a portfolio consists of stock A, which has an expected return of 18.85% and a standard deviation of returns of 21.83%, and the rest of the portfolio consists of stock B, which has an expected return of 18.85% and a standard deviation of returns of 21.83% If the returns of stock A and stock B do not move perfectly together in the same direction by the same relative amount, then which one of the following assertions is true? Assume that the portfolio has at least some stock A and stock B.

-expected return of portfolio is not 18.85% and standard deviation is not 21.83

-expected return of portfolio is 18.85% and standard deviation is not 21.83

-expected return of portfolio 18.85% and standard deviation is 21.83

-expected return of portfolio is not 18.85% and standard deviation is 21.83

-none of the above