An investor is given the two investment alternatives (Assets A and B) with the following characteristics:

Asset Expected Return Standard Deviation of Returns

A 18.4 percent 16.5 percent

B 10.8 percent 6.8 percent

What is the expected return of a portfolio comprised of 60 percent of an investor's wealth invested in Asset A and 40 percentinvested in Asset B?

		16.1 percent
		16.8 percent
		14.6 percent
		12.3 percent
		15.4 percent