A portfolio consists of the following (Average Return, Standard Deviation):

Asset D: 9%, 5%

Asset E:

11%, 10%

Asset F: 8%, 2%

What is the expected return on a portfolio that has an equal amount invested in each of these three assets?

Select one:

a. 8.7%;

b. 5.7%;

c. 9.3%.

d. 9.0%;