Asset $(A)$ Asset $(B)$

$E(R_A)=7\%,E(R_B)=9\%$

$({}_A)=6\%,({}_B)=5\%$

$W_A=0\mathrm{.}6,W_B=0\mathrm{.}4$

$CO{V}_{A,B}=0\mathrm{.}0014$

Referring to the information provided, what is the expected return of a portfolio of two risky assets if the expected return $E(Ri),$ standard deviation $(?$i$),$ covariance $($COVi$,$j$),$ and asset weight $($Wi$)$ are as shown above?

$5\mathrm{.}8\%$

$6\mathrm{.}1\%$

$6\mathrm{.}9\%$

$7\mathrm{.}8\%$

$8\mathrm{.}9\%$