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 7% and both have a standard deviation of returns of 1%. The returns of the two stocks are not perfectly correlated. Which of the following statements is true about this two-stock portfolio? The portfolio expected return is not 7% and the portfolio standard deviation is 1% B. Answer is not listed or is not possible The portfolio expected return is 7% and the portfolio standard deviation is 1% The portfolio expected return is not 7% and the portfolio standard deviation is not 1% The portfolio expected return is 7% and the portfolio standard deviation is not 1%