Consider the following scenario analysis:

a$.$ Is it reasonable to assume that Treasury bonds will provide higher returns in recessions than in booms?

b$.$ Calculate the expected rate of return and standard deviation for each investment.

c$.$ Which investment would you prefer?

Complete this question by entering your answers in the tabs below.

Required $A$

Required $B$

Required $C$

Calculate the expected rate of return and standard deviation for each investment.

Note: Do not round intermediate calculations. Enter your answers as a percent rounded to $1$ decimal place.