A. This is the expected return for each security multiplied by its weighting and its standard deviation, and then the two products are summed. However, the standard deviation of each of the securities in the portfolio is not used in calculating the expected return of the portfolio.

B. This is the weighted average of the expected returns of the individual securities when the weights assigned to the two securities are reversed.

C. This is the average of the two securities' returns without regard to their weights in the portfolio.

D. The expected return of a portfolio is a weighted average of the expected returns of the individual securities in it. Therefore, the expected return of this portfolio is (.70 * .10) + (.30 + .14) which equals .112 or 11.2%