Calculate the Expected Return for a Three Asset Portfolio with the Following

Multiple Choice

Calculate the expected return for a three asset portfolio with the following $$\begin{array} { c c c c } \text { Asset } & \text { Exp. Ret. } & \text { Std. Dev } & \text { Weight } \\\hline \text { A } & 0.0675 & 0.12 & 0.25 \\\text { B } & 0.1235 & 0.1675 & 0.35 \\\text { C } & 0.1425 & 0.1835 & 0.40\end{array}$$

A) 11.71%
B) 11.12%
C) 15.70%
D) 14.25%
E) 6.75%.