Standard Stock Expected Amount Beta Return Deviation $25,000 8% 10% 0.6 B $75,000 12% 14% 1.4 You are considering investing in the well-diversified stock portfolios shown above. If the yield on T-bills is 2% and the return on the market is 10%, which of the following is TRUE? Check all that apply. The expected return of this portfolio is 10%. The required return on this portfolio is 11.6% The risk of this portfolio is 13%. The risk of this portfolio is 1.2. You should not invest in this portfolio