Stock A and Stock B each have an expected return of 15 percent and a standard deviation of 20 percent.The returns of the two stocks are not perfectly correlated; the correlation coefficient is 0.60.You have put together a portfolio which is 50 percent Stock A and 50 percent Stock B.Which of the following statements is correct?

Select one:

a.None of the other answer choices is correct.

b.The portfolio's return is riskless.

c.The portfolio's standard deviation is 20 percent.

d.The portfolio's expected return is 10 percent.