The alphas for company $1$ and company $2$ are $1\mathrm{.}675$ and $1\mathrm{.}660,$ respectively. The beta for company $1$ and company $2$ are $0\mathrm{.}636$ and $0\mathrm{.}291,$ respectively. The expected return of this portfolio according to the single index model is closest to

a$.4\mathrm{.}6\%$

b$.3\mathrm{.}8\%$

c$.8\mathrm{.}3\%$

d $4\mathrm{.}2\%$

The answer is b $-3\mathrm{.}8\%,$ write out the workings