An investor invests 70% of her wealth in a risky asset with an expected rate of return of 15% and a variance of 10.24%, 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%; 35%

• 12%; 15.7%

• 12%; 22.4%

• 10%; 6.7%