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Given the returns of two stocks J and K in the table below over the next 4 years. Find the expected return and standard deviation

Given the returns of two stocks J and K in the table below over the next 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

2020

10%

9%

2021

12%

8%

2022

13%

10%

2023

15%

11%

A.

14.3% and 2.02%

B.

10.6% and 1.16%

C.

10.6% and 1.79%

D.

10.7% and 1.34%

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