2. (2 points) My initial wealth is $100. I borrow $500 from a lender, at an interest rate of 4%. I invest the amount borrowed, together with my initial wealth, in stock ABC. Suppose that the expected return of ABC is 5%, and the volatility of ABC is 20%. What is the expected return, E(Rp), and the volatility, p, of my portfolio? (note: to calculate portfolio weight, we can only use initial wealth) A. E(Rp)=11%,p=80% B. E(Rp)=10%,p=120% C. E(Rp)=10%,p=100% D. E(Rp)=11%,p=100%