An investment has the following return distribution. How much is its expected return and standard deviation?

State of Economy	Probability	Return
Peak	0.1	10%
Contraction	0.5	0%
trough	0.2	2%
Expansion	0.2	15%

4.4% and 6.04%

5.4% and 7.85%

4.4% and 3.64%

6.75% and 6.71%