According to the CAPM, what is the expected return of a portfolio with 25% of asset XX and 100% of asset YY and -25% of asset ZZ? Assets XX, YY, and ZZ, have Betas of 1.30, 1.92, and 0.52, respectively. The risk-free rate is 3.64% and the expected return on the market is 3.40%. Answer in percentages to two decimal places (e.g. "3.38")