The following table contains information on the expected return, market beta, financial intermediary beta, market value of equity, and book value of equity for 6 stocks: NFLX DIS PFE PSX XEL SQ Er 12.9% 12.7% 4.9% 16.3% 17.1% 14.1% Market Beta 2.0 1.6 0.4 1.2 0.2 2.2 Financial -0.2 0.2 -0.2 0.8 1.0 0.0 Intermediary Beta Market Value of 132.4 255.3 206.4 83.0 31.6 28.3 Equity Book Value of Equity 5.2 58.8 43.4 26.9 12.2 1.1 What is the expected return on an equally-weighted portfolio comprised of the two stocks with the smallest book-to-market ratios? O 13.5% O 15.6% O 8.896 16.7% 11.0%