An investor invests 80% of her wealth in a risky asset with an expected rate of return of 13% and a standard deviation of 24%, and she puts 20% in a Treasury bill that pays 2.5%. Her portfolio's expected rate of return and standard deviation are and respectively, a) 12%; 15.7% Suppose you pay $9,789.53 for a $10,000 par Treasury bill maturing in 3 months. What is the three-month holding-period return for this investment? a) 1.72% b) 1.81% C) 1.50% d) 2.15% e) 2.25%