Three securities have the characteristics described in the following table: a Stock X Stock Y Stock Z -1% 4% 3% B 0.6 1.8 0.8 Oci 4% 8% 6% A portfolio consists of 50% of the investor's funds in Y, and the remaining amount consists of 25% in each of the other assets X and Z. The expected market return is 12% (Rm - 12%) and the standard deviation of market returns is 5% (om = 5%). What is the expected return of the portfolio? A. Between 0% and 5% B. Between 5% and 10% O C. Between 10% and 15% O D. Between 15% and 20% O E. Between 20% and 25%