Asset (A) Asset (B) E(RA) - 14% E(RB) = 16% (CA) - 13% (B) - 18% WA-04 WB =0.6 COVA,B -0.0024 Refer to Exhibit 6.15. What is the expected return of a portfolio of two risky assets if the expected return E(R;), standard deviation (i), covariance (COV,j), and asset weight (W;) are as shown above? O a. 15.0% b.15.2% c. 13.8% d. 16.8% e. 14.6%