Stock A and Stock B each have an expected of 15%, a standard deviation of 20% and a beta of 1.2. The returns of the two stocks are not perfectly positively correlated; the correlation coefficient is 0.6. You have put together a portfolio which is 50% Stock A and 50% Stock B. Which of the following statements is most correct? Select one: a. The portfolio's expected return is 15% b. The portfolio's beta is less than 1.2 c. The portfolio's standard deviation is 20% O d. Statements A and B are correct e. All of the statements above are correct