54. 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