An investor has total wealth of $100,000 and wants to invest in a portfolio with 3 securities X, Y and Z. The expected returns of X, Y, and Z are 15.5%, 14.5%, and 4.6%, respectively. If he chooses to invest $50,000 in security X, $25,000 in security Y and $25,000 in security Z, what will be the expected return of this portfolio? 12.5% 16.4% 10.3% 8.6%