Consider the following expected annual returns and standard deviations: Stock Expected Standard Return Deviation Boeing 4.7% 9.9% Kroger 6.5% 10.1% What would be the one-year expected return and standard deviation of a portfolio that consists of 500 shares of Boeing and 1,000 shares of Kroger stocks? Boeing trades at $205.06 a share and Kroger trades at $40.60 a share as of today. Suppose the correlation coefficient between the annual stock returns of the two companies is -0.1. O A. Expected return: 5.21%; Standard deviation: 7.38% O B. Expected return: 6.35%; Standard deviation: 13.70% C. Expected return: 5.13%; Standard deviation: 22.7% OD. Expected return: 5.90%; Standard deviation: 7.20% E. Expected return: 4.61%; Standard deviation: 6.19% OF. Expected return: 6.21%; Standard deviation: 9.65%