You are planning to invest $1,000,000. Two securities are available, A and B, and you can invest in either or them or in a portfolio with some of each. You estimate that the following probability distributions of returns are applicable for A and B: Stock A Return 12 18 Probability Select one: O a. 2.4% O b. 3.9% O c. 7.5% O d. 0.058% O e. 3.4% 60 40 Calculate the standard deviation of stock B. Stock B Return 14 06 Probability 10 90