答案及解析：[单选题]An investor invests 30% of his wealth in a risky asset with an expected rate of return of 0.13 and a - 经济学类题库- 答案窝(daanwo.com)-大学生作业答案及考资分享平台

问题：

[单选题]An investor invests 30% of his wealth in a risky asset with an expected rate of return of 0.13 and a variance of 0.03 and 70% in a T-bill that pays 6%. His portfolio's expected return and standard deviation are ___ and ____, respectively.
A0.114; 0.128
B0.087; 0.063
C0.295; 0.125
D0.081; 0.052