You have a portfolio that consists of 15% investment in stock A, 30% in stock B, 40% in stock C, 10% in stock D and 5% in stock E, these stocks have following further information available: Standard Correlation with the Stock deviation market A 0.35 0.05 0.10 B 0.8 0.07 0.15 D 0.12 0.67 E 0.08 0.24 m Treasury bills currently offer a return of 5%, the expected market premium is 8% and variance of market portfolio is 0.0036. Calculate the expected return on your portfolio according to the CAPM. (12 marks)