The two stocks in your portfolio, X and Y, have independent returns, so the correlation between them, rey is zero. Your portfolio consists of $50,000 Invested in Stock X and 550,000 invested in Stock Y, Both stocks have an expected return of 15%, betas of 1.6, and 5 tandard deviations of 30%. Which of: the following statements best describes the characteristics of your 2 -stock portiolio? a. Your portfolio has a beta greater than 1.6, and its expected return is greater than 15%. b. Your portfolio has a standard deviation less than 30%, and its beta is greater than 1.6. c. Your portfolio has a standard deviation greater than 30% and a beta equal to 1.6. d. Your portfolio has a beta equal to 1.6, and its expected return is 15%. E. Your portfolio has a standard deviation of 30%, and its expected return is 15%