Firm D sells most of its products domestically and benefits from protectionist trade legislation. Firm E exports a majority of their products and is hurt by protectionist legislation. Firm D State Probability Firm E Return Return More Tariffs 20% 16.6% -5.4% Same Tariffs 45% 4.8% 6.5% Less Tariffs 35% -4.7% 20.8% Since you know that diversification has the greatest benefit with negatively correlated assets, you decide to invest in these two firms with 60% in firm D and the remainder in firm E. What is the expected return of your portfolio? Answer in percent and basis points