(Related to Checkpoint 7.1) (Expected rate of return and risk) B. J. Gautney Enterprises is evaluating a security. One-year Treasury bills are currently paying 5.6 percent. Calculate the investment's expected return and its standard deviation. Should Gautney invest in this security? Probability Return 0.10 -4% 0.40 4% 0.40 7% 0.10 8 % (Click on the icon in order to copy its contents into a spreadsheet.) a. The investment's expected return is %. (Round to two decimal places.)