You create a portfolio using two stocks A and B with correlation coefficient equal to 0.E You invest 40% in A that has expected return 10% and variance 0.01 You invest 60% in B that has expected return 20% and variance 0.02 What is the expected return of the portfolio? a. 1496 b. 179. c. 16% d. 15% c. 11% f. 12% B. 13% . 19%