Stock a Has an Expected Return of 20%, and Stock

Multiple Choice

Stock A has an expected return of 20%, and stock B has an expected return of 4%.However, the risk of stock A as measured by its variance is 3 times that of stock B.If the two stocks are combined equally in a portfolio, what would be the portfolio's expected return?

A) 4%
B) 12%
C) 20%
D) Greater than 20%
E) Need more information to answer.