(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 4.2 percent. Calculate the investment's expected returm and its standard deviation. Should Gautney invest in this security? Probability 0.20 0.35 0.25 0.20 Return -4% 4% 5% 8% a. The investment's expected retum is | %. (Round to two decimal places.)