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[单选题]

Robert Johnson, CFA, is considering the purchase of two stocks from different industry. Each stock has an expected return of 12.5 percent and an expected standard deviation of returns of 16 percent. Which of the following statements Johnson said about the two stocks is most accurate?

A.Regardless of the weights selected or the correlation between the returns of the two stocks,the expected standard deviation of a portfolio composed of the two stocks will be less than 16%.

B.Rational investor should not invest in the two stocks because their returns obviously exhibit positive correlation.

C.Regardless of the weights selected or the correlation between the returns of the two stocks,the expected return of a portfolio composed of the two stocks will be 125%.

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