Please help with the items in red. Please confirm everything else is correct.

An investor invests 30% of his wealth in a risky asset with an expected rate of return of 0.11 and a variance of 0.12 and 70% in a T-bill that pays 3%. His portfolio's expected return and standard deviation are andrespectively 0.086, 0.242 0.054; 0.104 O 0.295; 0.123 0.087, 0182 None of the options gr)-o3(11%) + 073%,-5.4%; spe 0.3(012)12-10.4%. Wo Bond Weight 30% 11% 70% 3%, WE Equity Weight Equity return Expected Return (Bond Weight " Bond Return) + (Equity Weight Equity Return) 30% Bond weight 11% Bond Return 70% Equity weight 3% Equity Return 3.30% ????????