You created a portfolio by investing $500,000 in Stock A; $700,000 in Stock B; and $800,000 in Stock C. The expected return of Stock A is 9.5%; the expected return of Stock B is 12.0%; and the expected return of Stock C is 16.8%. Calculate the expected return of your portfolio.

a.15%

b.13.3%

c.14.52%

d.12.77%