You own positive amounts of the stock of two companies in your portfolio (i.e., you have weights greater than 0%, but less than 100% for each of the two securities). Stock X has an expected return of 10% with a standard deviation of 40%. Stock Y has an expected return of 20% with a standard deviation of 50%. Without knowing the correlation between the two stocks, which of the following statements could be true? 1. The standard deviation of your portfolio can be less than 40%. II. The standard deviation of your portfolio can be greater than 50%. III. The expected return of your portfolio can be less than 10%. IV. The expected return of your portfolio can be greater than 20%. I only Il only Ill only OIV only More than one of the above statements (1, II, III, IV) could be true