Consider the following probability distribution for stocks C and D:

State	Probability	Expected Return Stock C	Expected Return Stock D
1	.2	19%	-9%
2	.5	11%	14%
3	.2	-16%	26%
4	.1	-30%	40%

If you invest 25% of your money in C and 75% in D, what would be your portfolio's expected rate of return?

9.27%

14.40%

none of the answers are correct

5.93%

11.58%