Your portfolio consists of $50,000 invested in Stock X and S50,000 invested in Stock Y. Both stocks have an expected return of 15%, betas of 1:6, and standard deviations of 30%. The returns of the two stocks are independent, so the correlation coefficient between them, r XY, is zero. Which statement best describes the characteristics of your two-stock portfolio? a. Your portfolio has a standard deviation of 30%, and its expected return is 15%. b. Your portfolio has a standard deviation less than 30%, and its beta is greater than 1.6. c. Your portfolio has a jeta equal to 1.6, and its expected return is 15%. d. Your portfolio has a beta greater than 16, and its expected return is greater than 15%