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Two risky assets and efficient diversifcation question

Portfolios of Two Risky Assets

We will now study efficient diversification, where we construct risky portfolios to provide the lowest possible risk for any given level of expected return. Portfolios of two risky assets are relatively easy to analyse, and they illustrate the principles and considerations that apply to portfolios of many assets (Bodie et.al, 2014). It makes sense to think about a two-asset portfolio as an asset allocation decision, and so we consider two mutual funds, a bond portfolio specialising in long-term debt securities, denoted D, and a stock fund that specialises in equity securities, E.

I am unable to understand what Pr(Scenario) is. Equation 7.4 in this text.

The text is http://www.mim.ac.mw/books/Bodie%27s%20Investments,%2010th%20Edition.pdf

Thanks