You form a portfolio that consists of 30 percent investment ABC and 70 percent investment XYZ. Probability 0.2 0.5 0.3 ABC Return 20% 15% -10% According to the probability distribution above, the portfolio's expected return is O A. 19.3% O B.23.7% OC. 21.8% O D. 20.1% O E. 22.5% XYZ Return 40% 20% 35%