An investor invests 30% of his wealth in a risky asset with an expected rate of return of 0.13 and a variance of 0.03 and 70% in a T-bill that pays 6%. His portfolio's expected return and standard deviation are ________ and ________, respectively.

a-0.087; 0.0630.

b-295; 0.1250.

c-081; 0.0520.

d-114; 0.128