Charlie and lucinda each have $50,000 invested in stock portfolios. charlie's has a beta of 1.2, an expected return of 10.8%, and a standard deviation of 25%. lucinda's has a beta of 0.8, an expected return of 9.2%, and a standard deviation that is also 25%. the correlation coefficient, r, between charlie's and lucinda's portfolios is zero. if charlie and lucinda marry and combine their portfolios, which of the following best describes their combined $100,000 portfolio? a. the combined portfolio's beta will be equal to a simple weighted average of the betas of the two individual portfolios, 1.0; its expected return will be equal to a simple weighted average of the expected returns of the two individual portfolios, 10.0%; and its standard deviation will be less than the simple average of the two portfolios' standard deviations, 25%.b. the combined portfolio's expected return will be greater than the simple weighted average of the expected returns of the two individual portfolios, 10.0%.c. the combined portfolio's standard deviation will be greater than the simple average of the two portfolios' standard deviations, 25%.d. the combined portfolio's standard deviation will be equal to a simple average of the two portfolios' standard deviations, 25%.e. the combined portfolio's expected return will be less than the simple weighted average of the expected returns of the two individual portfolios, 10.0%.