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17) Consider the following probability distribution for stocks A and B: State1Probability0.15ReturnonStockAReturnonStockB8%8% If you invest 35% of your money in A and 65% in B, what would be your portfolio's expected rate of return and standard deviation? A) 9.9%;1.1% B) 10%;1.7% C) 9.9%;3% D) 10%;3% If you invest 35% of your money in A and 65% in B, what would be your portfolio's expected rate of return and standard deviation? A) 9.9%;1.1% B) 10%;1.7% C) 9.9%;3% D) 10%;3%