please show all your work, thank you! True or False (Please explain...

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Finance

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True or False (Please explain why it is true or false) 1. 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 was created by investing in a combination of Stocks A and B. Portfolio AB has a beta of 1.25 and a standard deviation of 18%. The following statements are true or false? Why? A) Stock A has more market risk than Stock B but less stand-alone risk. B) The correlation coefficient between Stock A and Stock B is +1

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