QUESTION 28 An investor invests 30% of his wealth in a risky asset with an expected rate of return of 0.11 and a variance of 0.12 and 70% in a T-bill that pays 34. His portfolio's expected return and standard deviation are respectively None of the options are correct. 0.054:0.104 and 0.086:0.242 0.087: 0.182 0.295:0.123