【正确答案】 C

【答案解析】
Portfolio Value : = sum of market values = 2000 + 3200 + 2800 = 8000
Portfolio Weights:
w_A = 2000/8000 = 0.25, w_B = 3200/8000 = 0.40, w_C = 2800/8000 = 0.35
ER_portfolio = ( ER_stook ) ( W _{% of funds invested in each of the stocks} ) = w_A ER_A + w_B ER_B + w_C ER_C= (0.25×17.0)+(0.40×8.0)+(0.35×13.0)=12.0%
Expected Return after three years = (1 + return)³-1=(1.12)³-1=1.405-1=0.405, or 40.5%.