Shares of company A have mean return of 10 percent with standard deviation of 5 percent, and shares of company B have mean return of 10 percent also but standard deviation of 10 percent. Assuming these returns are independent, the mean and standard deviation of a portfolio of investing 0.8 of our money in A and the rest in B will be: 10 percent and 6 percent 10 percent and 4.47 percent O 10 percent and 7.5 percent 10 percent and 6.32 percent