QUESTION 26 2.85715 points Save Answer An investor invests 70% of her wealth in a risky asset with an expected rate of return of 15% and a standard deviation of 22.36%, and she puts 30% in a Treasury bill that pays 5%. Her portfolio's expected rate of return and standard deviation are and respectively. A. 10%; 35% B. 10%; 6.7% C. 12%; 22.4% D. 12%; 10.5% E. 12%; 15.7%