An investor invests 25% of his wealth in a risky asset with an expected rate of return of 0.17 and a variance of 0.08 and 60% in a T-bill that pays 4.5%. His portfolio's expected return and standard deviation are and respectively. Multiple Choice 0.087; 0.124 0.114; 0.126 O 0.076; 0.071 O 0.087; 0.068 O None of the options are correct