Stocks A, B, and C all have an expected return of 10% and a standard deviation of 25%. returns that are independent of one another, i.e., their correlation coefficient, r, equals zero. returns that are negatively correlated with one another, i.e,r is less than 0. Portfolio AB is a portfolio with half of 26) Stocks A and B have Stocks A and C have its money invested in Stock A and half in Stock B. Portfolio AC is a portfolio with half of its money invested in Stock A and half invested in Stock C. Which of the following statements is CORRECT? A. Portfolio AB has a standard deviation that is greater than 25%. B. Portfolio AC has an expected return that is greater than 25%. C. Portfolio AC has a standard deviation that is less than 25%. D. Portfolio AB has a standard deviation that is equal to 25%. E. Portfolio AC has an expected return that is less than 10%