(Related to Checkpoint 7.1) (Expected rate of return and risk) B. J. Gautney Enterprises is evaluating a security One year Treasury bills we currently paying 29 percent Calculate the investment's expected retum and its standard deviation Should Gautney invest in this security? Probability 0.15 0.30 0.40 0.15 Return 35 2% 4% 6% a. The investment's expected return is I (Round to two decimal places) b. The investment's standard deviation in ) (Round to two decimal places) c. Should Gauty invest in this security? (Select the best choice below) O A Yes B.J. Gautney Enterprises should invest in this investment because the retum is lower than the Treasury bill and the level of risk higher than the Treasury OB. No B. J. Gautney Enterprises should not invest in this investment because the retum is lower than the Treasury bill and the level of risk higher than the Treasury bil