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Given the following probability distribution, what is the expected return and the standard deviation of returns for Security J? state Pr Rj 1 .2 10%

Given the following probability distribution, what is the expected return and the standard deviation of returns for Security J?

state Pr Rj
1 .2 10%
2 .6 15%
3 .2 20%
a.

12%; 5.18%

b.

20%; 5.00%

c.

15%; 3.16%

d.

15%; 10.00%

e.

15%; 6.50%

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