not sure how to get the correct answer

Unanswered Question 5 0 / 1 pts The table below presents a probability distribution for the returns of two stocks. Stock 1 Stock 2 10% 8% State Probability Very bad 0.2 Moderately 0.2 bad 13% 7% 0.4 12% 6% Neutral Moderately 0.1 14% 9% good Very good 0.1 15% 8% If you invest 40% in Stock 1 and 60% in Stock 2, which of the following is closest to your portfolio's expected return and standard deviation? 10.2%; 33.7% 09.2%; 12.5% Correct Answer O 10.2%; 11.5% 11.5%; 11.9% 9.4%; 23.7%