Common stocks X, Y, and Z have the following characteristics with respect to expected return, standard deviation, and correlation between them:

	Rj	j		Rj,k
Common stock X	0.10	0.05	between X and Y	0.50
Common stock Y	0.16	0.09	between X and Z	0.60
Common stock Z	0.11	0.07	between Y and Z	0.70

What is the expected return of a portfolio composed of 30% of funds invested in stock X, 40% of funds in stock Y, and 30% of funds in stock Z?