Consider forming portfolios using two stocks, A&B$,$ that are perfectly positively correlated. The expected returns of A and B are $12\%$ and $15\%,$ respectively, while their standard deviations are $\backslash$sigma A $=30\%$ and $\backslash$sigma B $=40\%.$ What would be the expected return and standard deviation of your portfolio, if you place $70\%$ of your wealth in A and $30\%$ in B$?$

A$.$ The portfolios expected return would be $14\mathrm{.}1\%,$ and its standard deviation would be $33\%.$

B$.$ The portfolios expected return would be $14\mathrm{.}1\%,$ and its standard deviation would be $37\%.$

C$.$ The portfolios expected return would be $13\mathrm{.}5\%,$ and its standard deviation would be $35\%.$

D$.$ The portfolios expected return would be $12\mathrm{.}9\%,$ and its standard deviation would be $33\%.$

E$.$ The portfolios expected return would be $12\mathrm{.}9\%,$ and its standard deviation would be $37\%.$