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An investor invests 45% of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.13 and

An investor invests 45% of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.13 and 55% in a T-bill that pays 6%. What is his portfolio's expected return?

a.
0.1390

b.
0.1095

c.
0.0985

d.
0.1005

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	a.	0.1390
	b.	0.1095
	c.	0.0985
	d.	0.1005