You have $100,000 to invest. You invest $75,000 in Stock A and $25,000 in stock B. You believe that there are two possible states of the world. The good state has a 40% probability of occurring and the bad state that has a 60% probability of occurring. Stock A's return in the good state will be 45% and stock A's return in the bad state will be -20%. Stock B's return in the good state will be 30% and stock B's return in the bad state will be -15%. What is the expected return on the portfolio? 17.25% 13.75% 5.25% 3.75%