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An investor invests 70% of her wealth in a risky asset with an expected rate of return of 15% and a standard deviation of 21.00%

An investor invests 70% of her wealth in a risky asset with an expected rate of return of 15% and a standard deviation of 21.00% and she puts 30% in a Treasury bill that pays 5%. Her portfolio's expected rate of return and standard deviation are __________ and __________ respectively.

15.0%, 6.7%

12.0%, 28.1%

12.0%, 14.7%

5.0%, 21.0%

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