stocks c and m each have an expected return of 9%, a beta of .90, and standard deviation of 30%. the returns on the two stocks have a correlation of .50. portfolio p has 60% in stock c and 40% in m. which is true?

a) p standard dev less than 30%

b) p standard dev equal to 30%

c) p beta is less than .90

d) p beta is greater than .90

e) p expected return greater than 9%