If an investor borrow at risk-free rate of 2.5% and invests 110% of the funds (100% of her own funds and 10% of borrowed funds at risk-free rate) in a risky asset with an expected rate of return of 13% and a standard deviation of 24%. Her new portfolio's expected rate of return and standard deviation are _ and _ respectively. a) 15.85%; 31.2% b) 17.75%; 36% c) 11.1%; 19.2% d) 14.9%; 28.8% e) 14.05%; 26.4%