An investor buys stocks of company A worth £50m and bonds worth £100m, and short sells stocks of company B worth £60m. He/she holds this portfolio for a year. During this year the return on the bond...

An investor buys stocks of company A worth £50m and bonds worth £100m, and short sells stocks of company B worth £60m. He/she holds this portfolio for a year. During this year the return on the bond is 4%. Also, during this year the return on the stocks of company A and B is 5% and 8%, respectively. The investor's portfolio return is closest to: O a. 5.7% O b. 12.6% OC. 5.4% O d. 0.8% O e. 1.9%