An investor has a portfolio with a value of 100000 EUR. In this portfolio, it holds shares of the company ABC with a value of 60000 EUR. The expected rate of return on these shares is 26%, while the risk measured by standard deviation is 36%. The second part of the portfolio are government bills with a rate of return of 8%. Please calculate the expected rate of return and risk of this portfolio Wybierz jedn odpowied: O a. rate of return: 18,8%, risk: 21,6% O b. rate of return: 21,6%, risk: 18,8% O c. rate of return: 15,2%, risk: 14,4% O d. rate of return: 15,2%, risk: 0%