An Investor Invests 35% of His Wealth in a Risky

An investor invests 35% of his wealth in a risky asset with an expected rate of return of 0.18 and a variance of 0.10 and 65% in a T-bill that pays 4%. His portfolio's expected return and standard deviation are __________
And __________, respectively.

A) 0.089; 0.111
B) 0.087; 0.063
C) 0.096; 0.126
D) 0.087; 0.144