QUESTION 19 An investor invests 40 percent of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.04 and 60 percent in a T-bill that pays 6 percent. His portfolio's expected return and standard deviation are and respectively. O A. 0.114; 0.12 OB. 0.096; 0.08 O C. 0.096; 0.12 O D.0.295; 0.12 O E. 0.795; 0.14