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 40% 10% 12% Recession 60% 2% 3% 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. 5.9% O b. 10.1% O c. 6.5% O d. 7.9%