单选题

A portfolio is equally invested in Stock A, with an expected return of 6 percent, and Stock B, with an expected return of 10 percent, and a risk-free asset with a return of 5 percent. The expected return on the portfolio is(     )。

【正确答案】 C
【答案解析】

0.333×0.06+0.333×0.10+0.333×0.05=0.07.