You have invested in a two-stock portfolio. Each stock in the portfolio is equally likely to have a return of 20% or 10%. Returns of both stocks in the portfolio are influenced identically with changes in the interest rates in the economy. Based on the above information, your portfolios expected return and volatility of returns are: a) 5%, 0% b) 5%, 20% c) 10%, 15% d) 15%, 5% e) None of the above