71. A portfolio consists of the following two funds. Fund A Fund B Expected return ? 9% Standard deviation 21% 1 1% Portfolio market value $27,000 $33,000 Correlation (RA,RB) .21 Risk-free rate 2.5% Portfolio Sharpe ratio .7771104 What is the expected return on fund A? A. 12.0 percent B. 13.3 percent C. 13.7 percent D. 14.5 percent E. 15.7 percent