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An investor invests 70% of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.0225, and

An investor invests 70% of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.0225, and the remaining in a T-bill that pays 1%. His portfolio's expected return and standard deviation are __________ and __________, respectively.

A.

0.084; 0.095

B.

0.016; 0.108

C.

0.116; 0.128

D.

0.108; 0.105

E.

0.105; 0.108

F.

0.108; 0.016

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