An investor invests 30% of his wealth in a risky asset with an expected rate of return of 0.11 and a variance of 0.12 and 70% in a T-bill that pays 3\%. His portfolio's expected return and standard deviation are and , respectively. None of the options are correct. 0.054;0.104 0.087;0.182 0.086;0.242 0.295;0.123