B$.$ J$.$ Gautney Enterprises is evaluating a security. $$ One$-$year Treasury bills are currently paying $3\mathrm{.}0$ percent. Calculate the$$ investment's expected return and its standard deviation. Should Gautney invest in this$$ security?

Probability,Return

$0\mathrm{.}20,-6\%$

$0\mathrm{.}40,1\%$

$0\mathrm{.}20,7\%$

$0\mathrm{.}20,8\%$