An Investor Invests 60 Percent of His Wealth in a Risky

An investor invests 60 percent of his wealth in a risky asset with an expected rate of return of 0.14 and a variance of 0.32 and 40 percent in a T-bill that pays 3 percent.His portfolio's expected return and standard deviation are __________ and __________,respectively.

A) 0.096;0.339
B) 0.087;0.267
C) 0.295;0.123
D) 0.087;0.182
E) none of these