Which statements about the expected return of a two$-$asset portfolio are correct? Define the expected return of asset D as E$($rD$),$ the weight on asset D as wD$,$ the expected return of asset E as E$($rE$),$ and the weight on asset E as wE$.$

Multiple select question.

It is given by the formula wD E$($rD$)+$ wE E$($rE$).$

It is the weighted average of the component security expected returns with the investment proportions as weights.

It is the weighted average of the component security expected returns with the squared investment proportions as weights.

It is given by the formula w$2$DD$2$ E$($rD$)2+$ w$2$EE$2$ E$($rE$)2.$