w on ExxonMobil CXOM) has expected rate of return of 0.21 and standard deviation of 0.25. Southwest Airlines (LU) as expected rate of return of .07 und dard deviation of 0.18. The correlation coefficient between returns on LUV and XOM -0.01. The risk-free rate of return is 0.035. Which of the following statements is FALSE? 0. Putting 50% into XOM and 50% into LUV will results in a portfolio with a standard deviation of less than 21.259-0.5 0.15) 0.5-0.25) Ob Putting 50% mto XOM and Sorino LUV will result in a portfolio with an expected return of 19.5405 (021) 05 (0.07) Oc. The standard deviation of any portfolio of XOM and LUV depends on the correlation between these two securities Od. The more you allocate to XOM and the less to LUV), the higher the standard devation of returns on your portfolio