(Computing the expected rate of retum and risk) Afier a tumulucus period in the stock market, Logan Morgan is considering an imestrnent in one of two portfolios, Given the information that follows, which imestment is betier, based on risk (as measured by the standard deviation) and roturn as measured by the expected tate of return? \begin{tabular}{|c|c|c|c|} \hline \multicolumn{2}{|c|}{ Portfolio A } & \multicolumn{2}{|c|}{ Portfolio B } \\ \hline Probability & Return & Probability & Return \\ \hline 0.22 & 1% & 0.08 & 6% \\ \hline 0.43 & 18% & 0.25 & 8% \\ \hline \multirow[t]{2}{*}{0.35} & 24% & 0.38 & 10% \\ \hline & & 0.29 & 16% \\ \hline \end{tabular} a. The expocted rate of retum for porttolio A is \%. (Round is two decinal places.) The standard deviation of portlolio A as 1\%. (Round to two decimal places.) b. The expected rate of returs for portfolio B is K. (Round to two decins) places) The standard deviation for porttolio B is K. (Round to two decimal places). A. Portiolio A is bicer because it has a nigher expected rate of return when noce risk 8. Portfolio B is betser because it has a lower expected rate of retum win leas rak Based on risk alone, porffolio B is better becausa it has lower fisk and based on relum alone, portblio A is better because it has a higher return