Can someone solve this question and explain to me where the 0.4% or 40% comes from in the equation. I got an answer from someone on here before but they did not explain how they got the 0.4% in the equation.

6. (0.3 point) An investor has a portfolio with 60% in a riskfree asset with a return of 5% and the rest in a risky asset with an expected return of 12% and a standard deviation of 10%. Respectively, the expected return and standard deviation of the portfolio are (a) 7.8%, 10.5%. (b) 9.7%, 11.4%. (c) 12.6%, 4%. (d) 7.8%, 4%