Suppose you construct a cross-assets portfolio by including only the Treasury bills and an index mutual fund which represents the overall market. The weight of the Treasury bills in your portfolio is 54%. You know the risk-free rate is 6.51% and the market portfolio return is 9.91%. What's the best prediction on your portfolio's expected return?

Multiple Choice

• 8.07%

• 6.46%

• 9.69%

• 8.88%