You manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 15%. The T-bill rate is 5%. Your client chooses to invest 80% of a portfolio in your fund and 20% in an essentially risk-free money market fund. What is the expected value and standard deviation of the rate of return on his portfolio? a. 11.0% and 13.0% O b. 12.0% and 13.0% O c. 13.0% and 12.0% O d. 12.00% and 14.0%