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Consider the following probability distribution for stocks A and B: State 1 N Probability 0.15 0.2 0.15 0.3 0.2 Return on Stock A 8% 13% 12% 14% 16% Return on Stock B 8% 7% 6% 9% 11% 3 4 5 If you invest 35% of your money in A and 65% in B, what would be your portfolio's expected rate of return and standard deviation? 9.9%; 1.1% 9.9%; 3% 10%; 3% 10%; 1.7%