The probability distribution of rates of return of two stocks, A &B, is shown below: Rate of return.(%). Probability A B 0.1 5 20 0.4 10 10 5 0.4 20 0.1 25 - 5 If you invest 40% of your money on stock A and 60% on stock B, what will be your portfolio risk (standard deviation of portfolio returns)? Select one: O a. 1.496% b. 1.583% 9 %, 1648% d. 1.652% e. 1.616% 1.1.475% 9.1.628% Oh. 1.639%