Some data on the Dow Jones Industrial Average $($DJIA$)$ index and Wholesome Food Co$.$ are given

in the table below:

What are the expected returns and risk $($SD$)$ of both the DJIA and Wholesome Food,

respectively?

Expected return: $9\%,10\mathrm{.}2\%$; Risk: $6\mathrm{.}8\%,13\%$

Expected return: $12\%,10\mathrm{.}2\%$; Risk: $6\mathrm{.}8\%,16\%.$

Expected return: $8\%,11\%$; Risk: $8\%,10\mathrm{.}8\%$

Expected return: $9\%,12\%$; Risk: $8\%,16\%$

Expected return: $12\%,13\mathrm{.}5\%$; Risk: $10\mathrm{.}5\%,15\%$