If You Invest 40% of Your Money in a and 60

Multiple Choice

If you invest 40% of your money in A and 60% in B,what would be your portfolio's expected rate of return and standard deviation?

A) 9.9%; 3%
B) 9.9%; 1.1%
C) 11%; 1.1%
D) 11%; 3%
E) none of the above