Which of the following is correct?

a.	The expected return of a stock portfolio is the weighted average of the expected returns of the stocks in the portfolio.

b.	The standard deviation of the returns of a portfolio is the weighted average of the standards deviations of the assets in the portfolio.

c.	The standard deviation of the returns of a portfolio is less than the weighted average of the standards deviations of the assets in the portfolio if < 1.

d.	The beta of a portfolio is less than the weighted average of the betas of the assets in that portfolio.

e.	More than one of the answers are correct.