Suppose you form a portfolio consisting of $$35,000$ invested in a mutual fund with beta of $1\mathrm{.}4,$$$31,000$ invested in Treasury securities $($assume risk$-$free$),$ and $$27,000$ invested in an index fund with the same beta as the entire market. Expected market risk premium is $5\mathrm{.}4\%.$ Risk$-$free rate is $1\mathrm{.}4\%.$ What is the expected returm of this portfolio according to the CAPM?

a$.6\mathrm{.}9\%$

b$.6\mathrm{.}6\%$

c$.7\mathrm{.}2\%$

d$.7\mathrm{.}1\%$

e$.5\mathrm{.}8\%$