Stocks A and B both have an expected return of 10% and a standard deviation of returns of 25%. Stock A has a beta of 0.8 and Stock B has a beta of 1.2. The correlation coefficient between the two stocks is 0.6. Portfolio P is a portfolio with 50% invested in Stock A and 50% invested in Stock B. Which of the following statements is CORRECT? A. Portfolio P should have a lower expected return than Stock A. B. Portfolio P is the market portfolio. C. Portfolio P would be considered riskier than Stock A but less risky than Stock B. D. Portfolio P has a standard deviation of 25% and a beta of 1.0