21.

An investor allocates 40% of her assets in a risk free money market mutual funds and the rest of her assets in a risky portfolio. The risk free money market mutual fund provides 4% return, the risky portfolio provides a return of 12% and a standard deviation of 20%. How much is her complete portfolio's return and risk?

A. 8.8% and 12%

B. 8.8% and 8%

C. 2.88% and 8%

D. 12% and 20%