D sor Suppose you have a portfolio with 50-50% allocation. The return of each asset is displayed below: State(s) Probability rB IS good 65% 896 15% bad 35% -5% -10% Calculate the portfolio expected return Hint: Calculate the portfolio return under good and bad state separately, and then use probability to get the weighted average expected return. 0 3.75% 0 4.85% 0 5.25% O None of the above 40/