You invest 70% of your wealth in a risky asset with an expected rate of return of 15% and a standard deviation of 21% and you put 30% in a Treasury bill that pays 5%.

What is the expected rate of return and standard deviation?

a) 12%, 28.1%

b) 12%, 14.7%

c) 5%, 21%

d) 15%, 6.7%