show me the answer please

not in exel

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% 6% 4 0.30 14% 9 5 0.20 15% 8% 5. 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? If the Cov =0.46 A. 9.9%; 3% B. 9.9%; 1.1% C. 11%; 1.1% D. 11%; 3%