Stock A and Stock B each have an expected return of 12 percent, a beta of 1.2, and a standard deviation of 25 percent. The returns on the two stocks have a correlation of 0.6. Portfolio P has half of its money invested in Stock A and half in Stock B. Which of the following statements is most correct? a. Portfolio P has an expected return of 12 percent. b. Portfolio P has a standard deviation of 25 percent. c. Portfolio P has a beta of 1.2. d. Statements a and c are correct. e. All. of the statements above are correct