Imagine that an investor would like to compare the investment options based on the financial information presented at the table below. This investor wants to see if the portfolio risk and return levels are matching with his investment standards.

Investment	r^		w
Stocks	10.00%	3.00	60.00%
Mutual Funds	-4.00%	5.00	40.00%

If the correlation coefficient of the two securities above is -0.40, determine the portfolio return and risk respectively.

A. 4.40% portfolio return and 3.18 portfolio risk

B. 5.80% portfolio return and 2.69 portfolio risk

C. 7.60% portfolio return and 2.24 portfolio risk

D. 4.40% portfolio return and 2.09 portfolio risk