An investor invests 80 percent of his wealth in a risky asset with an expected rate of return of 12% and a standard deviation of 15\% He invests the other 20 percent of his wealth in a T-bill that pays 2 percent. His portfolio's expected return and standard deviation are and respectively A) 8 %10% B) 10%;15% C) 10%:12% D) 12%15% E ) none of the above