the information contained in the table below to help answer the next question

State of Economy

Expansion

Normal

Recession

Variance

Probability

$30\%$

$50\%$

$20\%$

$0\mathrm{.}035625$

Return

$40\%$

$5\%$

$-10\%$

$($Refur $-$ Expected Return$)2$

$0\mathrm{.}075625$

$0\mathrm{.}005625$

$0\mathrm{.}050625$

What is this stock's expected return?

O A$.$

O B$.$

O C$.$

$$ D$.$

O E$.$

$1\mathrm{.}47$ per cent.

$35$ per cent

$12\mathrm{.}5$ per cent.

$9$ per cent

$11\mathrm{.}67$ per cent.