stock x has a beta of 0.7 and stock y has a beta of 1.3. the standard deviation of each stock's returns is 20%. The stocks' returns are independent of eachother, i.e., the correlation coefficient, r, between them is zero. portfolio P consists of 50% X and 50% Y. Given this information, which of the following statements is correct? a. Portfolio P has a standard deviation of 20%. b. The required return on Portfolio P is equal to the market risk premium (rM-rRF). c. Portfolio P has a Beta of 0.7. d. Portfolio P has a Beta of 1.0 and a required return that is equal to the riskless rate, rRF. e. Portfolio P has the same required return as the market (rM). Please explain