Question 16 (1 point Stock A has an expected return of 10% and a standard devation of 25%. Stock Bhas an expected return of 10% and a standard deviation of 25%. Stock Chaan expected return of 18% and a standard deviation of 42% The correlation between stock As return and stock B's return is 40%. The correlation between stock A's return and stock Cs return is 32%. The correlation between stock O's return and stock cy return is 13%. Which of the following are true? LA portfolio that invests 50% of its money in stock A and 50% of its money in stock C has lower return standard deviation than a portfolio that invests 50% of its money in stock Band 50% of its money in stock C. A portfolio that invests 50% of its money in stock A and 50% of its money in stock C has higher return standard deviation than a portfolio that invests 50% of its money in stock Band Sox of its money in stock C. W. A portfolio that invests 50% of its money in stock A and 50% of its money in stock Chas a lower expected return than a portfolio that invests 50% of its money in stock Band 50% of its money in stock C. iv. A portfolio that invests 50% of its money in stock A and 50% of its money in stock Chas a higher expected return than a portfolio that invests 50% of its money in stock Band 50% of its money in stock C