2. 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?

   1. 11%; 1.1% 9.9%; 3% 11%; 3%9.9%; 1.1% None of the options are correct.