Question 16 Not yet answered Marked out of 3.00 Flag question The optimal portfolio of risky assets has an expected return of 10% with a standard deviation of 15%. The risk-free rate is 5%. What is the expected return and standard deviation of a portfolio that invests 75% in the risk-free asset and the rest in the optimal portfolio of risky assets? Select one: A. The expected return is 15% and the standard deviation is 6.25% B. The expected return is 6.25% and the standard deviation is 3.75% C. The expected return is 3.5% and the standard deviation is 20.5% D. The expected return is 6.25% and the standard deviation is 11.25% E. The expected return is 7.5% and the standard deviation is 11.25%