Consider the following probability distribution for stocks A and B: Return on Stock A 8% 13% 12% Return on Stock B 8 % 7% State Probability 1 0.15 2 0.20 3 0.15 4 0.30 5 0.20 6% 14% 9% 11% 16% If you invest 35% of your money in A and 65% in B, what would be your portfolio's expected rate of return and standard deviation? Multiple Choice 9.9%; 3% O O O 9.9%; 1.1% O 10%; 1.7% o 10%: 3%