An investor invests 70% of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.04. He also places 30% of his wealth in a T-bill that pays 5%. His portfolio's expected return and standard deviation are __________ and __________, respectively.

Group of answer choices

0.120; 0.14

0.087; 0.06

0.295; 0.12

0.087; 0.12

0.895; 0.11