You are planning to invest money in two securities A and B. The following information pertain to these securities: State Probability Security A Security B Normal 140% 10% 12% 60% Recession 3% 2% What is expected return for a portfolio with an investment of $5,000 in security A and $5,000 in security B? Select one: O a. 6.5% O b. 10.1% O c. 7.9% O d. 5.9%