The risk-free rate of return is 5.5% and the market risk premium is 12.7%. What is the expected return for the following portfolio? Stock Betas Investment AAA 3.50 $800,000 BBB 2.80 $1,200,000 CCC 1.70 $ 3,000,000 DDD 0.70 $1,100,000

A 19.70%

B 25.05%

C 30.55%

D 14.20%

E 19.72%