Security U Weight (5) 20,000 35,000 40,000 15.000 Expected Return 12% 14% Beta 14 1.2 18% 0.9 19% 1.8 Question 16 1 pts Suppose you're building a portfolio consisting of the above securities, what is the portfolio's expected return? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16: exclude the % sign.)