Kathleen has two investment opportunities. She can invest in The Sunglasses Company or the Umbrella Company. She estimates there is a $50\%$ chance it will remain sunny and Sunglasses Co$.$ stock will rise $25\%$ and Umbrella Co$.$ stock will stay flat. She also estimates there is a $50\%$ chance it will rain and Sunglasses Co$.$ stock will remain flat and Umbrella Co$.$ stock will rise by $75\%.$ If she diversifies her investment by putting $50\%$ of her money in each company, what is the expected return and standard deviation of her portfolio?

The expected return is $28\mathrm{.}75\%$ and the standard deviation is $10\mathrm{.}87\%$

The expected return is $25\mathrm{.}00\%$ and the standard deviation is $12\mathrm{.}50\%$

The expected return is $25\mathrm{.}00\%$ and the standard deviation is $10\mathrm{.}87\%$

The expected return is $28\mathrm{.}75\%$ and the standard deviation is $12\mathrm{.}50\%$

The expected return is $21\mathrm{.}74\%$ and the standard deviation is $10\mathrm{.}87\%$