Analysis of two mutual funds, a stock fund-S and a bond fund B, yields the following results: S: Expected Return=0.14 Standard deviation=0.24 B: Expected Return=0.08 Standard deviation=0.14 Covariance between rates of return for S and B=0.00672 A portfolio with equal amounts of S and B will have expected return and standard deviation of:()
A. 0.11 and 0.0580.
B. 0.11 and 0.1393.
C. 0.19 and 0.1393.
