(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 2.9 percent. Calculate the investment's expected return and its standard deviation. Should Gautney invest in this security? (Click on the icon D in order to copy its contents into a spreadsheet.) a. The investment's expected return is \%. (Round to two decimal places.)