An investor invests 30 percent of his wealth in a risky asset with an expected rate of return of 15% and a variance of 0.04 and 70 percent in a T-bill that pays 6%. His portfolio's expected return and standard deviation are and , respectively. 0.114; 0.12 0.087; 0.06 0.295; 0.12 0.087;0.12 0.795;0.14