An investor invests 70% of her wealth in a risky asset with an expected rate of return of 15% and a variance of 4%, and she puts 30% in a Treasury bill that pays 5%. Her portfolio's expected rate of return and standard deviation are ______ and ______ respectively.

a. .120; .14

b. .087; .06

c. .295; .12

d. .087; .12