State Prob. TA Recession 0.25 -0.01 0.08 Normal 0.5 0.10 0.06 Boom 0.25 0.17 0.04 Expected Return: 0.09 0.06 Consider the probability distribution above. (Note that the expected returns of A and B have already been computed for you.) What is the expected return of a portfolio than invests 75% in stock A and the rest in Stock B? O A. Greater than 0.0 (0%) but less than or equal to 0.025 (2.5%) O B. Greater than 0.025 (2.5%) but less than or equal to 0.05 (5%) O C. Greater than 0.05 (5%) but less than or equal to 0.075 (7.5%) O D. Greater than 0.075 (7.5%) but less than or equal to 0.1 (10%) O E. Greater than 0.1 (10%)