You are computing the expected return on a sportolio containing several indicidual stocks. Which statement is correct: a. The expected rate of return on the portfolio must be positive b. the arithmetic average of the betas for each security held in the portfolio must equal zero c. the portfolio beta must be 1 d. the summation of the return deviation from the portfolio expected return for each economic state must equal zero e. the standard deviation of the portfolio must equal 1.0