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$.0\mathrm{.}10$

C$.0\mathrm{.}08$

D$.0\mathrm{.}09$