Stocks A, B and Call have an expected retum of 10% and a standard deviation of 25%. Stocks A and B have returns that are Independent of one another, Le, their correlation coefficient equals zero, Stocks A and C have returns that are negatively correlated with one another, le, it is less than 0. Portfolio AB is a portfolio with half of 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 Clearly STATE which of the following choice(s) is/are CORRECT and which are INCORRECT? If a statement is incorrect, you must briefly explain why. (Note: You can write several full sentences in the answer boxes but keep the explanations to 5:30 words). a. Portfolio AC has an expected return that is less than 10% b. Portfolio AC has an expected return that is greater than 10%. C. Portfolio AB has a standard deviation that is greater than 25%. d. Portfolio AB has a standard deviation that is equal to 25%. e Portfolio AC has a standard deviation that is less than 25%. Correct