Suppose there are three assets in the economy. Asset A, asset B and asset C. Asset A has a covariance of 0,056 with asset B and a covariance of 0,008 with asset C. The covariance between asset B and C is 0,034. Further, the volatilities of asset A, asset B and Asset C are 20% 30% and 24% respectively. Assume that asset A is the market with a return of 5% and that the risk-free interest rate is 1%. The expected return of an equally weighted portfolio consisting of assets B and C is then closest to?