Four securities have the characteristics described in the following table: Stock A Stock B Stock C Stock D a. 4% 8% 10% 6% B 2.2 1.5 0.5 0.8 ei 4% 8% 4% 2% Use the table and the Single-Index Model for problems 14-17 to calculate the requested values for an equally weighted portfolio made up of the four assets, given an expected market return of 6% (Rm = 5%) and a market risk of 4% ( m = 49). What is the expected return of the portfolio? a. Less than or equal to 8 O b. Greater than 8 but less than or equal to 10 O c. Greater than 10 but less than or equal to 12 d. Greater than 12 but less than or equal to 14 O e. Greater than 14