Possible scenarios for the GW Air stock stock and the Foggy Bottom Grocery stock is given below. If you form a portfolio with 30% in GW Air and 70% in Foggy Bottom Grocery, what is the expected return of the portfolio? Scenario Probability Return on GW Air Return on Foggy Bottom Grocery Recession 15% -12% Normal 50% 10% Boom 35% O A.4.99% -496 4% 15% B. 2.25% C.4.23% D.3.4896 E, 2.72%