1. An investor invests 30% of her wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.04 and 70% in a T-bill that pays 6%. Her portfolio's expected return and standard deviation are __________ and __________, respectively

A. 0.114; 0.12

B. 0.087; 0.06

C. 0.295; 0.06

D. 0.087; 0.12

E. None of the options

2.Which one of the following portfolios definitely cannot lie on the efficient frontier?