An investor holding a portfolio consisting of two stocks invests 50% of assets in Stock A and 50% into Stock B. The return R, from Stock A has a mean of MA = 11% and a standard deviation of = 10 %. The return Ry from Stock B has a mean of up - 9 % with a standard deviation of Op = 9%. The portfolio return is P = 0.5RX + 0.5Rg. a. The expected return on the portfolio % Show Your Work