A portfolio consists of 4 stocks with the following characteristics: Stock $ Invested 1 $30,000 2 $20,000 3 $17,000 4 $13,000 Beta of the Stock 1.36 1.28 1.15 1.08 Right now the risk free rate of return is 4.5% and the expected return of the market is 11.2%. According to the capital asset pricing model, what is the expected return of the portfolio? 12.9% 12.7% 10.1% 18.5% 12.3%