An investment fund invests in three assets: The TSLA stock, the AAPL stock, and 30-year Treasury bills. The fund's allocation to TSLA is $560 million, allocation to AAPL is $200 million, and $700 million to Treasury bills. Suppose the monthly return was -20% for TSLA, -30% for AAPL, and 5% for Treasury bills. What are the equally weighted and value-weighted monthly returns of the fund portfolio, respectively? A. -15.0% and -3.5% B.-15.0% and -9.4% C. 18.3% and 14.2% D. 18.3% and -9.4%