deviation. Should Gautney invest in this security?

$($Glick on the icon $$ in order to copy its contents into a spreadsheet.$)$

a$.$ The investment's expected return is

$\%.($Round to two decimal places.$)$

b$.$ The investment's standard deviation is

$\%.($Round to two decimal places.$)$

c$.$ Should Gautney invest in this security? $($Select the best choice below.$)$

A$.$ No$.$ B$.$ J$.$ Gautney Enterprises should not invest in this investment because the return is lower than the Treasury bill and the level of risk higher than the Treasury bill.

B$.$ Yes. B$.$ J$.$ Gautney Enterprises should invest in this investrnent because the return is lower than the Treasury bill and the level of risk higher than the Treasury bill.