Stock A is weighted at 40%, and Stock B is weighted at 60%. When the risk-free rate is 3.0%, which of the following is NOT true?

	Stock A	Stock B
Expected Return	12.0%	17.0%
Standard Deviation	3.0%	5.0%

Correlation Coefficient of Returns -0.4

a) According to the Sharpe Ratio, Stock A generates a better risk-adjusted return than Stock B.

b)The standard deviation of the portfolio is less than 3.0%.

c)The portfolio has a higher probability of generating a 11.5% return than 17.25% return.

d)The 2 stock portfolio has a Sharpe Ratio that is more than 45% higher than Stock A only.