16.) Given the returns of two stocks J and K in the table below over the next 4 years. Find the expected return and standard deviation of a portfolio consisting of 40% of stock J and 60% in stock K over the next 4 years: 2020 2021 12022 2023 Stock J 10% 12% 13% 15% Stock K 9% 8% 10% 11% a. 10.7% and 1.50% b. 10.6% and 1.79% 10.6% and 1.16% d. 14.3% and 2.02%