Stock A has a beta of 1.2 and a standard deviation of 20%. Stock B has a beta of 0.8 and a standard deviation of 25%. Portfolio P has $200,000 consisting of $100,000 invested in Stock A and $100,000 in Stock B. Which of the following correct? (Assume that stocks are in equilibrium.) Portfolio P has a beta equal to 1.0. Portfolio P has a standard deviation of 22.5%. Stock B has a higher required rate of return than Stock A. Stock A's returns are less highly correlated with the returns on most other stocks than are B's returns