An investor with mean-variance preferences chooses to invest 70% of her wealth in a risky asset P with an expected rate of return of 15% and a standard deviation of 20%, and she puts 30% in a riskless Treasury bill that pays 5%. Let C denote this complete portfolio.

The expected return of the portfolio C is _____ and the standard deviation of the portfolio is _____.

Group of answer choices

12%; 14%

14%; 12%

10%; 20%

20%; 10%