The Expected Return on a Portfolio

The expected return on a portfolio

A) can be greater than the expected return on the best performing security in the portfolio.
B) can be less than the expected return on the worst performing security in the portfolio.
C) is independent of the performance of the overall economy.
D) is limited by the returns on the individual securities within the portfolio.
E) is an arithmetic average of the returns of the individual securities when the weights of those securities are unequal.