Stock A and Stock B each have an expected return of 8 percent, a beta of 1.2 , and a standard leviation of 35%. Portfolio P has half of its money invested in Stock A and half in Stock B. Which f the following statements is most correct? There will be no diversification benefit to forming Portfolio P if Stock A and Stock B are perfectly There will be maximum diversification benefit to forming Portfolio P if Stock A and Stock B are ositively correlated. There will be partial diversification benefit to forming Portfolio P if Stock A and Stock B are perfectly positively correlated. The more negatively correlated Stock A and Stock B are, the lesser the diversification benefit to erfectly positively correlated. orming Portfolio P. None of these statements are correct