Consider the following probability distribution for stocks A and B: ITTT 25 Return on Return on State Probability Stock A Stock B 1 0.10 10% 8% 2 0.20 13% 7% Skipped 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. Multiple Choice 10.07%; 1.05% 8.97%; 2.03%