An investor invests $30\%$ of his wealth in a risky asset with an expected rate of return of $0\mathrm{.}15$ and a variance of $0\mathrm{.}04$ and $70\%$ in a T$-$bill that pays $6\%.$ His portfolio's expected return and standard deviation are $\_\_\_\_\_\_\_\_\_\_$ and $\_\_\_\_\_\_\_\_\_\_,$ respectively.

$0\mathrm{.}295$; $0\mathrm{.}06$

$0\mathrm{.}087$; $0\mathrm{.}06$

$0\mathrm{.}087$; $0\mathrm{.}12$

$0\mathrm{.}114$; $0\mathrm{.}12$