Suppose there are only two possible future states of nature: Good and Very Good. There is a 35% probability that the future will be Very Good. Suppose also that there are two stocks: A and B. Stock A will return 10% if the future is Good and will return 15% if the future is Very Good. Stock B will return 3% if the future is Good and 6% if the future is Very Good. If you have a portfolio that contains equal amounts of Stock A and B, what will be the expected return of this portfolio? Select one: a. About 6% b. About 7% c. About 8% d. About 9% e. None of the above.