Suppose you can invest in the following well-diversified portfolio. Stock Amount Invested Standard Expected Deviation Beta Return of Returns 5% 6% 0.5 A $10,000 B 8% 10% 0.8 IC $20,000 $5,000 $15,000 25% 20% 1.8 D 10% 12% 1.0 What is the expected return of portfolio ABCD