Investment Security A 11.00% 5.00 65.00% Security B -5.00% 8.00 35.00% Assume that the correlation coefficient of returns on the two securities above is -0.30. For a portfolio consisting of 65.00% of the funds invested in security A and the reminder in security B, what are the expected rate of return and the standard deviation of the rate of return of the portfolio? 5.40 % portfolio expected return and 3.60 % standard deviation of the rate of return of the portfolio 4.10 % portfolio expected return and 2.20 % standard deviation of the rate of return of the portfolio 6.14% portfolio expected return and 3.00 % standard deviation of the rate of return of the portfolio 2.75 % portfolio expected return and 4.45 % standard deviation of the rate of return of the portfolio