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.

14.52%

13.30%

15.00%

12.77%