Suppose Autodesk stock has a beta of

2.40,

whereas Costco stock has a beta of

0.74.

If the risk-free interest rate is

6.5%

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?