Given the returns of two stocks J and K in the table below over the last 4 years. Find the expected return and standard deviation of holding a portfolio of 40% of stock J and 60% in stock K over the next 4 years: Stock J Stock K 2010 10% 9% 2011 12% 8% 2012 13% 10% 2013 15% 11% Select one: a. 10.6% and 1.16% b. 10.7% and 1.34% c. 10.6% and 1.79% d. 14.3% and 2.02%