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% and The expected rate of return and standard deviation of the global minimum variance portfolio, G (constructed using A and B), are respectively. [Choose the closest answer] O 8.97%; 1.05% O 10.07%; 3.01% O 10.07%; 1.05% O 8.97%; 2.03%