17. There are two expected states of the economy. The probability of a boom is 60%, the probability of a bust is 40%. If the economy booms, Security A is expected to earn 15% and Security B is expected to earn 8%. If the economy goes bust, Security A is expected to earn 5% and Security B is expected to earn 20%. What is the expected return on a portfolio that is 40% invested in A and 60% invested in B? a. 10.0% b. 11.0% c. 12.1% d. 12.8% e. 13.8% explain the work as well