What is the expected return and standard deviation of the portfolio if 50% of funds invested in each stock? What would be the impact if the correlation coefficient were 0.6 instead of 0.2?

Given the following information:

What is the expected return and standard deviation of the portfolio if 50% of funds invested in each stock? What would be the impact if the correlation coefficient were 0.6 instead of 0.2?
A . 18%, 0.456, 0.312
B . 16%, 0.398, 0.296
C . 16%, 0.314, 0.273
D . 19%, 0.429, 0.316

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Answer: C