Stock A and Stock B both have an expected return of 10% and a standard deviation of returns of 25%. Stoc A has a beta of 0.8 abd Stock B has a beta of 1.2. The correlation coefficient r between the two stocks is 0.6. Portfolio P is a portfolio with 50% invested in Stock A and 50% invested in Stock B. Which of the following statements is CORRECT?A. Portfolio P has a coefficient of variation equal to 2.5B. Portfolio P has more market risk than Stock A but less market risk than Stock B.C. Portfolio P has a standard deviation of 25% and a beta of 1.0.D. Based in the information we are given and assuming those are the views of the marginal investor it is apparent that the two stocks are in equlibrium.E. Stock A should have a higher expected return than Stock B as viewed by the marginal investor.