Sydney has a portfolio with 50 shares of AAA with a current value of $20 per share, a return of 12% and a beta of 1.30. She also has 25 shares of BBB with a return of 10%, a 0.80 beta, and currently priced at $60 per share. Finally owns 75 shares of CCC priced at $50 per share, with a 1.1 beta and a 14% return. What is the weighted average portfolio return of Sydney's portfolio? 10.67%. 11.33%. 12.00%. 12.72%