The expected returns on stocks of Firms A, B, and Care 16%, 796, and 12%, respectively. You decided to buy all three of these companies' stocks. You invested 66% of your money into Firm A's stock shares, 16% of your money into Firm B's stock shares, and 18% of your money into Firm C's stock shares. (a) The expected return on this portfolio equals percent (b) True or false? The higher the weight of some stock in a portfolio, the farther away the portfolio expected return will be from that stock's expected return. This statement is