Min has $5,000 to invest. The expected return on the market portfolio is 11% with a standard deviation of 15%. What are the expected return and standard deviation for the portfolio if she borrowed $2,000 at the risk-free rate of 4% to invest in the market portfolio?

Expected return = 21.00%; standard deviation = 13.80%

Expected return = 19.40%; standard deviation = 15.40%

Expected return = 15.40%; standard deviation = 19.40%

Expected return = 13.80%; standard deviation = 21.00%