Assume that an investor decides to hold a portfolio with $80$ percent invested in GE stock and the remaining $20$ percent invested in Apple Inc. stock. The expected return is $9\mathrm{.}93$ percent for the GE stock and $18\mathrm{.}20$ percent for the Apple Inc. stock. The risk $($standard deviation$)$ is $16\mathrm{.}21$ percent for the GE stock and $33\mathrm{.}11$ percent for Apple Inc. stock. What will be the portfolio's expected return given that the covariance between the two stocks is $0\mathrm{.}5$ percent or $0\mathrm{.}0050?$

Group of answer choices

$15\mathrm{.}10\%$

$10\mathrm{.}90\%$

$11\mathrm{.}58\%$

$2\mathrm{.}54\%$