Using the following information, please calculate the return of an international portfolio. Assume that a portfolio is 45% invested in u. S. Stock and 55% in chinese stock (a = 0. 45). Annualized expected returns are 5% and 12% for the us and china stocks, respectively. Σusa = 18. 5%; σchina = 22. 3%; rusa, china= 0. 35 (correlation).