Given the returns of two stocks J and K in the table below over the next 4 years. Find the expected return and standard deviation of holding a portfolio of 40% of stock J and 60% in stock K over the next 4 years: Stock J: 2010=10%, 2011=12%, 2012= 13%, 2013=14% Stock K: 2010=9%, 2011= 8%, 2012= 10%, 2013= 11%
A. 10.7% and 1.50%
B. 10.6% and 1.16%
C. 10.6% and 1.79%
D. 14.3% and 2.02%