(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 3.3 percent. Calculate the investment's expected return and its standard deviation. Should Gautney invest in this security? Probability 0.10 0.45 0.35 0.10 Return - 6% 1% 5% 9% 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.) O A. No. B. J. Gautney Enterprises should not invest in this investment because the return is lower than the Treasury bill and the level of risk higher than the Treasury bill. O B. Yes. B.J. Gautney Enterprises should invest in this investment because the return is lower than the Treasury bill and the level of risk higher than the Treasury bill