Statistics for three assets A, B & C are shown in the following tables:

Asset Table

	Asset A	Asset B	Asset C
Standard Deviation	20%	10%	20%
Return	10%	7%	10%

Correlation of Returns

Asset	A	B	C
A	1.00	0.15	0.50
B		1.00	-0.75
C			1.00

On the basis of the information provided in the tables above, which of the following is FALSE?

A. A portfolio comprised of equal amounts of A & B has more risk than a portfolio having equal amounts of B & C. However, both portfolios will have the same return

B. The risk of equal amounts of B&C is 15%.

C. The Sharpe Ratio of a portfolio comprised of equal amounts of A & B is less than a portfolio having equal amounts of B & C.

D. The return of equal amounts of B&C is 8.5%