Please refer to the data sheet, tab General questions. You have $10,000 to invest. You decide to invest $20,000 in stock E and short sell $10,000 worth of stock B. What is the expected return of the portfolio?

16.4%

-1.7%

-12.8%

9.5%

stock a and b

O. S&P 500 Year 1 2. 3 B 10.3% 17.5% -6.7% 24.5% 17.1% B -5.9% -0.5% 18.9% 15.2% 10.9% D S&P500 4.5% 6.8% 14.3% 19.2% 20.8% 4 O. S&P 500 Year 1 2. 3 B 10.3% 17.5% -6.7% 24.5% 17.1% B -5.9% -0.5% 18.9% 15.2% 10.9% D S&P500 4.5% 6.8% 14.3% 19.2% 20.8% 4