An investor invests 25% of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.06 and 7596 in a T-bill that pays 4.596. His portfolio's expected return and standard deviation are and respectively https://blackboardlearn.utep.edu/bbcswebdav/courses/16018.202110/Spreadsheet 16018.xlsx 0.114: 0.126 0.071; 0.061 0.087: 0.068 0.087: 0.124 None of the options are correct