Stock Aand Stock Bboth have an expected return of 10percent and a standard deviation of 25percent.Stock Ahas a beta of 0.8and Stock Bhas a beta of 1.2.The correlation coefficient,r,between the two stocks is 0.6.Portfolio Pis a portfolio with 50percent invested in Stock Aand 50percent invested in Stock
B:Which of the following statements is most correct?()