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%

The expected rate of return and standard deviation of the global minimum variance portfolio, G, are __________ and __________, respectively.

Group of answer choices

none of the above

10.07%; 3.01%

9.04%; 1.05%

10.07%; 1.05%

9.04%; 2.03%