$($Related to Checkpoint $7\mathrm{.}1)($Expected rate of return and risk$)$ B$.$ J$.$ Gautney Enterprises is evaluating a security. One$-$year Treasury bills are currently paying $2\mathrm{.}9$ percent. Calculate the investment's expected return and its standard deviation. Should Gautney invest in this security? $($Click on the icon $\backslash$geoquad $$ in order to copy its contents into a spreadsheet.$)$ a$.$ The investment's expected return is $\backslash \%.($Round to two decimal places.$)$