some of sporto consists of stock which has an expected return of 16,40m ada standard deviation of return of 21% and the rest of the portfolio con with his expected ret of 19.0 and a standard deviation of return of 21.70. If the return of stock and rock do not move perfectly together in the nection by the amount then which one of the following tertions is true? Assume that the perforas at least some stock and sometik The expected return of the portfolio 19.40 and the standard deviation of the portions not 21.70 The expected return of the fobo is not 19.40% and the standard deviation of the portfolio 21.70 The expected return of the portfolios 19.00 and the standard deviation of the portfolio 2170 The expected return of the portfolo not 19 and the standard deviation of the portfolio not The question cannot be answered without more dhe information on how much of the portfolio consists of stock and how much out of stock