(Related to Checkpoint 7.1) (Expected rate of return and risk) B. J. Gautney Enterprises is evaluating a security. One-year Treasury bils aro currenthy paying 3. peroent. Catculate the imvestmen's expected return and its standard deviation. Stoukl Gautney invest in this security? a. The investments expocied retum is (Round to two decimal ploces.) b. The investment's standard deviation is (Roound to two decimal placos) c. Should Gadney invest in this security? (Salect the best choico beliow) a. The investment's expected return is \%. (Round to two decimal places.) b. The investment's standard deviation is \%. (Round to two decimal places.) c. Should Gautney invest in this security? (Select the best choice below.) A. Yes. B. J. Gautney Enterprises should invest in this investment because the return is lower than the Treasury bill and the lovel of risk higher than the Treasury bill B. No. B. J. Gautrey Enterprises should not invest in this inwestment because the return is lower than the Treasury bill and the level of risk higher than the Treasury bill