You decide to invest in a portfolio consisting of 25 percent Stock A, 25 percent Stock B, and the remainder in Stock C. Based on the following information, what is the expected return of your portfolio? Probability of State Return if State OccursState of Economy of Economy Stock A Stock B Stock C Recession .18 - 16.2 % - 2.6 % - 21.5 % Normal .54 12.4 % 7.2 % 15.8 % Boom .28 26.0 % 14.5 % 30.4 % A) 11.22% B) 12.24% C) 13.26% D) 14.47% E) 11.73%