Some of a portfolio conslsts of stock A, which has an expected return of 19.40% and a standard deviation of returns of 21,20% stock B, which has an expected return of 19.40% and a standard deviation of returns of 21.70%. If the returns of stock A and stock B do not move perfectly together in the same direction by the same relsthe amount, then which one of the foliowing assertions is true? Assume that the portfolio has at least some stock A and some stock B The expected retum of the portolio is 19.40% and the standard deviation of the portfolio is not 21.70 The expected refum of the portfolio is not 19.40% and the standard deviation of the portfolio is 2170 The expected retum of the portolio is 1940% and the standard deviation of the portolio is 21.70 The expected retum of the portolio is not 19.40% and the standard deviation of the portiolio is not 21.70 The question can not be answered without more speotic information on how much of the portollo consists of atock A and how much conisis of stock B