Expected return of a portfolio: realized returns and a priori expected returns

Question

I have a question about a step in a book about financial portfolios, about combining riskfree and risky assets.

$q$ is the fraction of wealth invested in the riskfree asset. So $1-q$ is the fraction invested in the risky asset.

The return of the combined investment is:

$r_{c} = q r_{f} + (1-q)r_{p}$

I don't understand the following step:

Due to the properties of expectation operator $E[]$, it does not matter whether we talk about the realized returns as in this equation or about the a priori expected returns.

So we can write:

$E[r_{c}] = q r_{f} + (1-q)E[r_{p}]$

Answer 1

$E[r_c]=E[qr_f+(1-q)r_p]=E[qr_f]+E[(1-q)r_p]=qE[r_f]+(1-q)E[r_p]=qr_f+(1-q)E[r_p]$