The expected value and the standard deviation of returns for asset A is ________. (See below.)

Asset A

Pessimistic 22% probability, -4% return

Moderate 52% probability 12% return

Optimistic 26% probability, 22% return

Group of answer choices

10 percent and 10.7 percent

11.1 percent and 9.0%

12.4 percent and 6.1 percent

12.7 percent and 2.3 percent