Consider an investment universe consisting of three assets with the following characteristics:E(11)= 0.15, 01= 0.40, E(12)= 0.13, 02=0.30, E(13)= 0.09, 03= 0.20 correlation 1,2 = 0.60, correlation 1,3 = 0.80, correlation 2,3 = 0.30. What is the expected return from a portfolio weighted 50% towards asset 1 and 25% towards assets 2 and 3 respectively Select one O a. 0.29 O b. 0.13 O c.0.10 Od 0.15