5. An investor invests 45 percent of his wealth in a risky asset with an expected rate of return of 0.20 and a variance of 0.04 and 55 percent in a T-bill that pays 6 percent. His portfolio's expected return and standard deviation are , respectively. A. 0.114; 0.12 B. 0.123; 0.08 C. 0.123; 0.09 D. 0.096; 0.09 E. 0.795; 0.14 and A