Consider the Following Probability Distribution for Stocks a and B

Consider the following probability distribution for stocks A and B: If you invest 40% of your money in A and 60% in B, what would be your portfolio's expected rate of return and standard deviation?

A) 9.9%; 3%
B) 9.9%; 1.1%
C) 11%; 1.1%
D) 11%; 3%