Suppose Autodesk stock has a beta of $2\mathrm{.}11,$ whereas Costco stock has a beta of $0\mathrm{.}62.$ If the risk$-$free interest rate is $3\mathrm{.}75\%$ and the expected return of the market portfolio is $12\mathrm{.}43\%,$ what is the expected return

of a portfolio that consists of $35\%$ Autodesk stock and $65\%$ Costco stock, according to the CAPM?

The beta of the portfolio is $1\mathrm{.}14.($Round to two decimal places.$)$

The expected return of the portfolio is

$\%.($Round to two decimal places.$)$