You have a portfolio which is comprised of 70% of Stock A and 30% of Stock B. What is the expected return on this portfolio? State of the Economy Probability E(RA) E(RB) Weight 70 % 30 % Boom .2 20 % 14 % Normal .6 12 % 8 % Recession .2 8 % 5 % a. 9.30% b. 9.58% c. 10.03% d. 11.79% e. 12.40%