Asset 1 has an expected return of 10% and a standard deviation of 20%. Asset 2 has an expected return of 15% and a standard deviation of 30%. The correlation between the two assets is less than 1.0 i.e., they are not perfectly correlated. You form a portfolio by investing half of your money in asset 1 and half in asset 2. Which of the following best describes the expected return and standard deviation of your portfolio?

		The expected return is between 10% and 15% and the standard deviation is greater than 30%.
		The expected return is 12.5% and the standard deviation is 30%.
		The expected return is 12.5% and the standard deviation is less than 30%.
		The expected return is 12.5% and the standard deviation is greater than 30%.