An investor invests 50% of her wealth in a risky asset with an expected rate of return of 15% and a standard deviation of 22.36%, and she puts 50% in a Treasury bill that pays 5%. Her portfolio's expected rate of return and standard deviation are __________ and __________ respectively.

	A.	10%; 11.2%
	B.	10%; 6.7%
	C.	10%; 35%
	D.	12%; 15.7%
	E.	12%; 22.4%