Stock A has a standard deviation of 22% and an expected return of 12%. Stock B has a standard deviation of 25% and an expected return of 10%. Jami's fund is a simple investment product that consists of 40% Stock A and 60% Stock B. Calculate the expected return of Jami's fund. Choose the best answer.

a. 13.2%

b. 11.6%

c. 10.8%

d. 8.6%

e. 11.2%