Stock A has a beta of o.8, Stock B has a beta of 1.o, and Stock C has a beta of 1.2. Portfolio P has 1/3 of its value invested in each stock. Each stock has a standard deviation of 25%, and their returns are independent of one another, ie, the correlation coefficients between each pair of stocks is aero sanang the market s m equilibrium, which of the following statements is CORRECT? a.Portfolio P's expected return is equal to the expected return on Stock A. b. Portfolio P's expected return is greater than the expected returm on Stock C C. Portfolio P's expected return is greater than the expected return on Stock B d. Portfollio P's expected return is equal to the expected return on Stock B e. Portfolio P's expected return is less than the expected return on Stock B