An investor invests 75% of her wealth in a risky asset with an expected rate of return of 12.5% and a variance of 5%, and she puts 25% in a Treasury bill that pays 2.0%. Her portfolio's expected rate of return and standard deviation are and respectively 9.9%; 16.8% 12.0%; 15.7% 10.5%; 17.6% 11.2%; 14.3%