The following common stocks are available for investment:

COMMON STOCK $($TICKER SYMBOL$)$

BETA

Company A

$1\mathrm{.}50$

Company B

$1\mathrm{.}30$

Company C

$0\mathrm{.}90$

Company D

$1\mathrm{.}80$

Company E

$1\mathrm{.}10$

Company F

$0\mathrm{.}75$

If you invest $20\%$ of your funds in each of the first three securities$,15\%$ in the next two, and $10\%$ in the last one, and if the risk$-$free rate is $5\%$ and the expected return on the market portfolio is $12\%,$ what will be the portfolio's expected return?