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?

Group of answer choices

11%; 3%

9.9%; 1.1%

11%; 1.1%

none of the above

9.9%; 3%