Asset B has a beta of $1\mathrm{.}2$ and an expected return of $16\%.$ The risk$-$free rate is $4\%.$ If you wish to hold a portfolio with a beta equal to $1\mathrm{.}0,$ what is the expected return of the portfolio?

$13\mathrm{.}0\%$

$10\mathrm{.}0\%$

$15\mathrm{.}0\%$

$12\mathrm{.}0\%$

$14\mathrm{.}0\%$