Stocks a and b each have an expected return of 12%, a beta of 1. 2, and a standard deviation

Stocks a and b each have an expected return of 12%, a beta of 1. 2, and a standard deviation of 25%. The returns on the two stocks have a correlation of +0. 6. Portfolio p has 50% in stock a and 50% in stock b. Which of the following statements is correct?.

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