You have a stock portfolio consisting of stocks $A,B,$ and $C.$ The portfolio weights and betas of the three stocks are given in the table below.

You know that the market portfolio is expected to return $7\%$ per year with a standard deviation of $20\%.$ The risk$-$free rate is $2\%.$ What is the

expected return of the portfolio according to the CAPM?

A$.0\mathrm{.}07$

B$.0\mathrm{.}09$

C$.0\mathrm{.}08$

D$.0\mathrm{.}10$