Let A$($t$)$ be the value of a risk$-$free asset at time t and S$($t$)$ be the value of a risky asset at time t$.$ Additionally let A$(0)=100,$ A$($T$)=102,$ S$(0)=10$ and S$($T$)=12$ with probability p and $8$ with probability $1-$p$.$

Let C$($T$)$ be the value at time t of a call option with strike price of K $=$ $$10$ and let P$($t$)$ be the value at time t of a put option with strike price of K $=$ $$10.$ Consider a portfolio holding one call option and one put option V$($T$)=$ C$($t$)+$ P$($t$).$ Find the return on the portfolio along with the returns expected value and standard deviation