A portfolio has 38 percent of its funds invested in Security C and 62 percent invested in Security D. Security C has an expected return of 8.47 percent and a standard deviation of 7.12 percent. Security D has an expected return of 13.45 percent and a standard deviation of 16.22 percent. The securities have a coefficient of correlation of .89. What are the portfolio rate of return and variance values?

A) 11.09%; .124031

B) 11.56%; .127620

C) 11.56%; .015688

D) 10.87%; .014308 E) 10.87%; .127620