QUESTION 6 Suppose the stock returns are affected by two factors, interest rate surprise (INT) and GDP growth surprise (GDP). You are considering a portfolio composed of 2 stocks. Small & Big The equations for returns of Small & Big are: R_Small - 0.09 - 1.SF_INT + 1F GDP +_Small R_Big = 0.12 -0.SF_INT + 3F_GDP+E_Big You want to create a portfolio invested 40% into Small and 60% into Big. What will be the return of this portfolio if surprises in interest rate and GDP growth are 0.5% & 2%, respectively, and error terms are 0.3% for both stocks? a. 10.55% 5.15.05% c. 18.05% d. 14.30%