What Are the Expected Return and Standard Deviation for a Portfolio

Multiple Choice

What are the expected return and standard deviation for a portfolio that has $2,000 invested in a risk-free asset with 5.25% rate of return, and $8,000 invested in a risky asset with a 21% rate of return and a 35% standard deviation?

A) Expected return = 17.85%; standard deviation = 28.00%
B) Expected return = 28.00%; standard deviation = 17.85%
C) Expected return = 7.00%; standard deviation = 8.40%
D) Expected return = 8.40%; standard deviation = 7.00%