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You have two assets in your portfolio consisting of: Phoenix Airline and Bosco Tech. You have worked out the following data: Phoenix Airline expected return = 13% with a standard deviation of returns = 15%. Bosco Tech expected return = 17.5% with a standard deviation of returns = 18%. The covariance between the returns series = -0.00456. What is the expected return and standard deviation for a portfolio consisting of 60% invested in Phoenix Airline and the remainder invested in Bosco Tech? Select one: O a. Expected return = 1.11; Standard Deviation = 14.80% O b. Expected return = 14.35%; Standard Deviation = 1.20% O c. Expected return = 14.80%; Standard Deviation = 10.53% O d. Expected return = 15.50%; Standard Deviation = 10.53%