The expected return of a portfolio of risky securitiesSelect one:a$.$ is a weighted average of the securities$\text{'}$ returns. b$.$ is the sum of the securities$\text{'}$ returns.c$.$ is the weighted sum of the securities$\text{'}$ variances and covariances.d$.$ is a weighted average of the securities$\text{'}$ returns and the weighted sum of $*$ the securities$\text{'}$ variances and covariances.e$.$ None of the options are correct.