Assume That You Are Considering a Portfolio of Two Assets,A

Assume that you are considering a portfolio of two assets,A and B,with 40% invested in asset A and invested 60% in asset B.Assume also that the assets have the following statistics:

The portfolio expected return is ________ and the variance of the portfolio is _______.

A) Return = 20%
B) Return = 18%
C) Return = 17%
D) Return = 16%