Suppose your expectations regarding the rate of return of stocks A and B are as follows: If you decide to invest 40% in stock A and the remaining part in stock B, what would be your portfolio expected return and standard deviation? The expected return is -2.10% and standard deviation is -9.60% The expected return is 1.9% and standard deviation is 0.62% The expected return is 1.9% and standard deviation is 7.88% The expected return is 3.9% and standard deviation is -9.60% None of the above