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

Multiple Choice

10.00%; 6.75%

12.00%; 22.40%

12.00%; 15.65%

10.00%; 35.65%