duity distribution for stocks A and B: State Probability Return on Stock A Return on Stock B 1 0.10 10 % 8 % 2 0.20 13 % 7 % 3 0.20 12 % 6 % 4 0.30 14 9 96 5 0.20 15 % 8 % 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 de Excel O 9.9%; 3% None of the options are correct. O 11%; 3% 1196; 1.1% 9.9%; 1.1% Consider the following probability distribution for stocks A and B: State Probability Return on Stock A Return on Stock B 1 0.10 10 8 % 2 0.20 13 % 7 % 3 0,20 12 96 6 %6 4 0.30 14 % 9 96 5 0.20 15 % 8 %% 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? Excel O 9.9%; 3% O None of the options are correct. 0 11%; 3% 119; 1.1% O 9.9%; 1.1%