Question 28 2.5 pts An investor with mean-variance preferences chooses to invest 70% of her wealth in a risky asset P with an expected rate of return of 15% and a standard deviation of 20%, and she puts 30% in a riskless Treasury bill that pays 5%. Let C denote this complete portfolio. The expected return of the portfolio Cis__and the standard deviation of the portfolio is O 20%: 10% O 14%: 12% O 12%: 14% 10%: 20%