37) Consider the following probability distribution for stocks A and B: 15 Homework #7-1 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? A) 9.9%;3% B) 9.9%;1.1% C) None of the options are correct. D) 11%;1.1% .E) 11%;3%