A Korean investor invests S$750,000 in stock X and S$500,000 in stock Y. The current spot rate is S$0.9945/Won. The portfolio return in domestic term is State of Economy Probability Return (X) Return (Y) Boom Normal Recession 0.1 0.5 0.4 20% 12% -8% 7% 15% 30% Exchange Rate (Won/S$) 1.1015 1.0800 0.9985 OA) 6.35895% OB) 5.19222% C) 15.9477% OD) 17.2337% E) 10.9600%