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 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 O b. 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 c. The expected return 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 O d. The standard deviation of the portfolio is equal to the square root of the summation of the individual security variances. O e. The expected return on the portfolio is equal to the summation of the returns on the individual securities within the portfolio divided by three. Notes