An investor invests 40% of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.04 and 70% in a T-bill that pays 6%. His portfolio's expected return and standard deviation are __________ and __________, respectively.
A) 0.114; 0.12
B) 0.096; 0.08
C) 0.295; 0.06
D) 0.087; 0.12
E) None of the options are correct.

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The Answer of An investor invests 40% of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.04 and 70% in a T-bill that pays 6%. His portfolio's expected return and standard deviation are __________ and __________, respectively.
A) 0.114; 0.12
B) 0.096; 0.08
C) 0.295; 0.06
D) 0.087; 0.12
E) None of the options are correct.

An Investor Invests 40% of His Wealth in a Risky