You have one share of Sierra stock and one share of Tango stock in a portfolio. Both are equally priced. Both have an expected return of 6% and both have a standard deviation of returns of 2%. The returns of the two stocks are not perfectly correlated. Which of the following statements is true about this two-stock portfolio?

	A.	The portfolio expected return is not 6% and the portfolio standard deviation is 2%.
	B.	The portfolio expected return is not 6% and the portfolio standard deviation is not 2%.
	C.	Answer is not possible or not listed
	D.	The portfolio expected return is 6% and the portfolio standard deviation is not 2%.
	E.	The portfolio expected return is 6% and the portfolio standard deviation is 2%.