1. An investor borrows $400 at the risk free rate of 5% and invests this $400 together with $500 of his own money in a risky asset. The risky asset has an expected return of 15% and a standard deviation of 20%. His portfolio's expected rate of return and standard deviation are __________ and __________ respectively.

   		15.3%; 27.8%
   		23%; 36%
   		13.4%; 36%
   		12%; 22.4%