ULUI 211 Polht) Given the following probability distribution of the returns on security J for the corresponding states of nature, what is the expected return and the standard deviation of returns for Security J? State Probability of state Return on security J 0.2 5% 2 0.6 12 3 0.2 19 a) 15%; 3.16% b) 15%; 4.43% C) 12%; 5.18% d) 12%: 4.43%