Consider the following information: Rate of Return if State Occurs State of Probability of State Economy of Economy Stock Stock Stock C B Boom 0.6 0.11 0.14 0.20 Bust 0.4 0.04 0.08 -.06 What is the expected return on an equally weighted portfolio of these three stocks? O 15% 13.5% of Economy Stock Stock Stock C A B Economy Boom 0.6 0.11 0.14 0.20 Bust 0.4 0.04 0.08 -.06 What is the expected return on an equally weighted portfolio of these three stocks? 15% O 13.5% O 11.4% O 9.8%