If You Invest 25% of Your Money in C and 75

Multiple Choice

If you invest 25% of your money in C and 75% in D,what would be your portfolio's expected rate of return and standard deviation?

A) 9.891%; 8.70%
B) 9.945%; 11.12%
C) 8.225%; 8.70%
D) 10.275%; 11.12%
E) none of the above
Consider two perfectly negatively correlated risky securities K and L.K has an expected rate of return of 13% and a standard deviation of 19%.L has an expected rate of return of 10% and a standard deviation of 16%.