Stocks C and M each have an expected return of 9%, a beta of 0.90 , and a standard deviation of 30%. The returns on the two stocks have a correlation of 0.60 . Portfolio P has 60% in Stock C and 40% in Stock M. Which of the following statements is CORRECT? (6 points) a. Portfolio P has a standard deviation that is less than 30%. b. Portfolio P has a beta that is less than 0.90 . c. Portfolio P has an expected return that is greater than 9%. d. Portfolio P has a beta that is greater than 0.90 . e. Portfolio P has a standard deviation that is equal to 30%