5 3 points Consider the following probability distribution for stocks of Shell and BP: State Probability Return on Shell Return on BP 0.10 10% 0.20 13% 796 020 12% 6% 0.30 1496 gy 020 15% 8% NON- if you invest 40% of your money in Shell and 60% in BP, what would be your portfolio's expected rate of return and standard deviation? 11%; 1.1% 9.9%; 1.1% 119,3% None of the options are correct. 9.9% 3% Previous