63. A portfolio has a J ensen's alpha of 0.82 percent, a beta of 1.40, and a CAPM expected return of 13.7 percent. The risk-free rate is 2.5 percent. What is the actual return of the portfolio? A. 15.5 percent B. 16.1 percent C. 16.8 percent D. 19.6 percent E. 21.9 percent