An investor invests 70% of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.0225, and the remaining in a T-bill that pays 1%. His portfolio's expected return and standard deviation are __________ and __________, respectively. A. 0.084; 0.095 B. 0.116; 0.128 C. 0.108; 0.105 D. 0.105; 0.108 E. 0.016; 0.108 F. 0.108; 0.016.

1. An investor invests 70% of his wealth in a risky asset with an expected rate of return of 0.15 and a
variance of 0.0225, and the remaining in a T-bill that pays 1%. His portfolio's expected return and
standard deviation are __________ and __________, respectively. A. 0.084; 0.095 B. 0.116;
0.128 C. 0.108; 0.105 D. 0.105; 0.108 E. 0.016; 0.108 F. 0.108; 0.016