Which one of the following statements is correct about a portfolio that is invested 30% in stock A, 40% in stock B, and 30% in stock C? Select one: O a. The standard deviation of the portfolio is equal to the square root of the summafion of the inclividual security vartsances. -73-_-" O b. The expected retum of the portfolio is equal to the risk free rate of return plus a risk premium based on a weighted average of the betas of the individual securities and the market risk premium c. The standard deviation of the portfolio is equal to the summation of the weights of each security multiplied by the standard deviation of each respective security. O d. The expected return on the portfolio is equal to the summation of the retums on the individual securities within the portfolio divided by three e. The expected return on the portfolio is equal to the portfolio beta times the weighted average of the expected returns of each of the individual securities in the portfolio