Marwan has two investment opportunities. He can invest in The Saham Company or The Sohar Company. If he diversifies his investment by putting 50% of his money into each company, what is the expected return and standard deviation of his portfolio? State of the Probability of the expected Return Saham Expected Return Economy State Company Sohar Company Boom 0.65 35% -5% Recession 0.35 -15% 40% Select one: a. The expected return for the portfolio is 14.125% and the standard deviation is 0.01%. b. The expected return for the portfolio is 13.375% and the standard deviation is 0.01%. C. The expected return for the portfolio is 15% and the standard deviation is 12.50%. d. The expected return for the portfolio is 14.125% and the standard deviation is 1.19%. e. The expected return for the portfolio is 13.375% and the standard deviation is 1.29%