3. (Basic two-stock statistics) You have $500 to invest. You decide to split it into two parts. The return on each $250 will be determined by a coin toss, and the results of the two tosses are not correlated. If the coin comes up heads, the investment will return 10%, and if it comes up tails, it will return – 10%.

What is the average return, the return variance, and the return standard deviation of this investment?