Consider the following probability distribution for stocks A and B: Return on Stock B 8% State Probability 1 0.10 0.20 3 0.20 4 0.30 Return on Stock A 10% 13% 12% 14% 15% 7% 6% 9% 8% 0.20 and The expected rate of return and standard deviation of the global minimum variance portfolio, G, are respectively