You have $6000 invested in Security M, $4000 invested in Security L, and $5000 invested in Security P. Security M has a beta of 1.1: Security L has a beta of 0.9: and Security P has a beta of 2. The relevant risk-free rate is 3%, and the expected return on the market portfolio is 9%, what is the expected return on your portfolio? Round your answer to the nearest tenth of a percent. A 11.0%B 12.0%C 11.4%D 11.1%