An investor holds a portfolio that consists of the following stocks: Stock 1 2 Market Value $7,500 $2,500 You are given: 1. The market portfolio has an expected return of 13% and a volatility of 20% II. The covariance of Stock 1's returns and the market returns is 0.032. III. Stock 2 has a 30% volatility and a correlation with the market of 0.80. IV. The annual effective risk-free interest rate is 5% Calculate the expected return for the investor's portfolio.