* Suppose Autodesk stock has a beta of 2.30, whereas Costco stock has a beta of 0.75. If the risk-free interest rate is 4.5% and the expected return of the market portfolio is 12.5%, what is the expected return of a portfolio that consists of 60% Autodesk stock and 40% Costco stock, according to the CAPM? The expected return is I % (Round to two decimal places.)