An investor invests 70% of her wealth in a risky asset with an expected rate of return of 10% and a standard deviation of 20%, and she puts 30% in a Treasury bill that pays 2%. Her portfolio's expected rate of return and standard deviation are __________ and __________ respectively.

Group of answer choices

7.6%; 4.47%

7.6%; 14%

12%; 4.47%

12%; 14%