2) 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% The expected rate of return and standard deviation of the global minimum variance portfolio, G, are __________ and __________, respectively. Note: Do not round intermediate calculations. A) 10.07%; 1.05% B) 8.97%; 2.03% C) 10.07%; 3.01% D) 9.04%; 1.05% E) None of the options are correct