Stocks D and T each have an expected return of $12\mathrm{.}5\%,$ a beta of $1\mathrm{.}0,$ and a standard deviation of $35\%.$ The risk$-$free rate of return $($FRF$)$ is $5\mathrm{.}5\%.$ Assume that the market is in equilibrium.The returns on the two stocks have a correlation of $0\mathrm{.}75.$ Portfolio P has $35\%$ inStock D and $65\%$ in Stock T$.$ Which of the following statements is CORRECT? Portfolio P has a standard deviation that is equal to $35\%.$ The market risk premium $($rM $-$ TRF$)$ is $6\%.$ Portfolio Phas a beta that is greater than $1\mathrm{.}0.$ Portfolio P has the same required return as the market, and it has a standard deviation that is less than $35\%.$ The required return on Portfolio P is equal to the market risk premium $($rM $-$ FRF$).$