* You received no credit for this question in the previous attempt. Percival Hygiene has $10 million invested in long-term corporate bonds. This bond portfolio's expected annual rate of return is 13%, and the annual standard deviation is 12%. Amanda Reckonwith, Percival's financial adviser, recommends that Percival consider investing in an index fund that closely tracks the Standard \& Poor's 500 index. The index has an expected return of 18%, and its standard deviation is 17%. The correlation between the bond portfolio and the index fund is +0.2 . Question: If percival invests 70% in the corporate bond portfolio and 30% in index fund, what would be the expected rate of return and the standard deviation of this investment? Multiple Choice The expected rote of return =15.5% and the standard deviation =11.3% The expected rote of return =14.5% and the standard deviation =10.7% The expected rote of return =14.5% and the standard deviation =9.2% The expected rate of return =14.5% and the standard deviation =12.2% The expected rate of return =15.5% and the standard deviation =12.7%