Given the following probability distribution, what is the expected return and the standard deviation of returns for Security J$?$ In Economy $1,$ with probability $\mathrm{.}2,$ the expected return is $10\%.$ In Economy $2,$ with probability $\mathrm{.}6,$ the expected return is $15\%.$ In Economy $3,$ with probability $\mathrm{.}2,$ the expected return is $20\%.$