Suppose Autodesk stock has a beta of 2.16, whereas Costco stock has a beta of 0.70. If the risk-free interest rate is 5.5% and the expected return of the market portfolio is 11.5%, what is the expected return of a portfolio that consists of 70% Autodesk stock and 30% Costco stock, according to the CAPM? C The expected return is %. (Round to two decimal places.)