Portfolio ab was created by investing in a combination of stocks a and b. stock a has a beta of 1.2 and a standard deviation of 25%. stock b has a beta of 1.4 and a standard deviation of 20%. portfolio ab has a beta of 1.25 and a standard deviation of 18%. which of the following statements is correct? a. stock a has more market risk than stock b but less stand-alone risk. b. portfolio ab has more money invested in stock a than in stock b. c. portfolio ab has the same amount of money invested in each of the two stocks. d. portfolio ab has more money invested in stock b than in stock a. e. stock a has more market risk than portfolio ab.