Which of the following will be true about the return and standard deviation of a portfolio? A The return and standard deviation of a portfolio will be the weighted average of the retums and standard deviations in the portfoto B. The return of a portfolio will be less than the weighted average of the returns in the portfoto, but the standard deviation will be the weighted average of the stordard deviations in the portfolio C. The return of a portfolio will be the weighted average the returns in the portfolo, but the standard deviation will be less than the weighted average of the standard deviations in the portfolio D. The return and standard deviation of a portfolio will be less than the weighted average of the retums and standard deviations in the portfolio