The expected returns, standard deviations and covariance for two risky assets are as follows:

Asset Expected Return Standard Deviation Correlation Correlation

What is the expected return for a portfolio that is equally invested in Stock R and P$?$

Select one:

a$.9\mathrm{.}2\%$

b$.14\mathrm{.}1\%$

c$.11\mathrm{.}0\%$

d$.12\mathrm{.}5\%$