tocks A and B each have an expected return of 12%, a beta of 1.2 , and a standard deviation of 25%. The returns on the two stocks have a correlation of +0.6 . ortfolio P has 50\% in Stock A and 50\% in Stock B. Which of the following statements is CORRECT? a. Portfolio P has a standard deviation that is less than 25%. b. Portfolio P has an expected return that is less than 12%. c. Portfolio P has a standard deviation that is greater than 25%. d. Portfolio P has a beta that is less than 1.2. e. Portfolio P has a beta that is greater than 1.2