You invest 25% in the market portfolio and the rest in the risk-free asset. If you decide to change your investment to 50% in the market portfolio and the rest in the risk-free asset, what will happen to your portfolio?

(I) The portfolio's return will double

(II) The portfolio's standard deviation will double

(III) The portfolio's beta will double

II and III only

I and II only

I and III only

All of the above

I only