A stock has a beta of 1.5, an expected return of 17.2 percent, and lies on the security market line. A risk-free asset is yielding 2.2 percent. You want to create a portfolio that is comprised of the stock and the risk-free and will have a portfolio beta of 0.8. What is the expected return on this portfolio?

11.87 percent
		13.41 percent
		10.20 percent
		12.33 percent