Blue Mountain stock has the following probability distribution of expected returns. What is Blue Mountains stock expected rate of return and standard deviation?

A. Rate of Return = 7% SD = 11.3268%

B. Rate of Return = 5% SD = 9.4868%

C. Rate of Return = 5% SD = 7.4811%

D. Rate of Return = 7% SD = 18.7668%

Probability Rate of Return 0.1 -15% 0.2 0% 0.4 5% 0.2 10% 0.1 25%