Stocks A and B each have an expected return of 12%, b beta of 1.2, and a standard deviation of 25%. The returns on the two stocks have a correlation of +0.6 . Portfolio Phas 50% in Stock A and 50% in Stock B. Which of the following statements is CORRECT? Portfolio P bas a beta that is greater than 1.2 . Portfolio P has a standard deviation that is greater than 25%. Portfolio P has an expected return that is less than 12%. Portfolio P has a standard deviation that is less than 25% : Portfolio P has a beta that is less than 1.2