An investor places 30 percent of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.04 and 70 percent in a T-bill that pays 6 percent. His portfolio's expected return and standard deviation are closest to ____________ and ___________ , respectively. What are the blanks?

A.0.114; 0.12 B.0.087; 0.06 C.0.295; 0.12 D.0.087; 0.12