Consider the following probability distribution for stocks A and B:

State	Probability			Return on Stock A			Return on Stock B
1		0.10			10	%		8	%
2		0.20			13	%		7	%
3		0.20			12	%		6	%
4		0.30			14	%		9	%
5		0.20			15	%		8	%

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. 11%; 1.1%

D. 11%; 3%

E. None of the options are correct.