An investor invests 30 percent of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.04 and 70 percent in a T-bill that pays 6 percent. His portfolio's expected return and standard deviation are __________ and __________, respectively.
A. 0.114; 0.12
B. 0.087; 0.06
C. 0.295; 0.12
D. 0.087; 0.12
E. none of the above