1. Given the following information on securities E and F, calculate the expected return of returns on a portfolio consisting of 40% invested in E and 60% invested in F.

   Security E Security F

   Expected Return 12% 15%

   Standard Deviation of Returns 10% 20%

   	a.	14.8%
   	b.	13.5%
   	c.	15.5%
   	d.	13.8%