题目内容

已知市场组合的期望报酬率和标准差分别为15%和20%，无风险报酬率为8%，某投资者除自有资金外还借入20%的资金，将其所有资金用于购买市场组合，则总期望报酬率和总标准差为（）

A. 16.4%和24%
B. 13.6%和16%
C. 16.4%和16%
D. 13.6%和24%

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