An investor invests 30% of her wealth in a risky asset with an expected rate of return of 0.15 and a varianceof 0.04 and 70% in a T-bill that pays

6%. Her portfolio's expected return and standard deviation areandrespectively. A. 0.114; 0.12 B. 0.087; 0.06 O C. 0.295; 0.06 D. 0.087; 0.12