Which of the following portfolio statistics statements is correct?

A. A portfolio's expected return is a simple weighted average of expected returns of the individual securities comprising the portfolio

B. A portfolio's standard deviation of return is a simple weighted average of individual security return standard deviations

C. The square root of a portfolio's standard deviation of return equalsits variance

D. The square root of a portfolio's standard deviation of return equalsits coefficient of variation

Answer: Option A