$($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 $5\mathrm{.}3$ percent. Calculate the investment's

expected return and its standard deviation. Should Gautney invest in this security?

a$.$ The investment's expected return is $-\%.($Round to two decimal places.$)$

b$.$ The investment's standard deviation is $\%.($Round to two decimal places.$)$

c$.$ Should Gautney invest in this security? $($Select the best choice below.$)$

A$.$ Yes. B$.$ J$.$ Gautney Enterprises should invest in this investment because the return is lower than the Treasury bill and the level of risk higher than the Treasury bill.

B$.$ No$.$ B$.$ J$.$ Gautney Enterprises should not invest in this investment because the return is lower than the Treasury bill and the level of risk higher than the Treasury bill.