an investor invests 40% of his wealth in a risky asset with an expected rate of return of 0.17 and a variance of 0,08 and 60 % in T bill that pays 4.5 %, his portfolio expected return and standard deviation are:

A. 0.114, 0.126

B. 0.087; 0.068

C. 0.095; 0.113

D. 0.087; 0,124

E. None of the above

Question 7 of 22 (-4 Points) of 22 uesITS AIlsweltu Question: An investor invests 40 percent of his wealth in a risky asset with pays 4.5 percent. His portolio's expected return and standard deviation are an expected rate of return of 0.17 and a vaniance of 0 08 and 60 percent in a T-bill that O A 0.114,0 126 O B 0 087,0.068 O C 0 095.0 113 O D 0.087;0.124 OENone of the above c Prev