Question: 3 12 points Given the following information, calculate the expected return of this two-asset portfolio. A two-asset portfolio which is consisted of two risky assets

3 12 points Given the following information, calculate the expected return of this two-asset portfolio. A two-asset portfolio which is consisted of two risky assets A and B. The proportions of A and B held in the portfolio are 30% and 70%, respectively. The expected returns of A and B are 5% and 10%, respectively. O 11% O 19% 8.5% 0 16%

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