You have an equally weighted portfolio that consists of equity ownership in three firms. Firm A is trading at $61 share and has a beta of 0.96; Firm B is trading at $18 per share with a beta of 2.08; Firm C is trading at $88 per share with a beta of 0.92. Assume a risk free rate of 2.7% and market return of 7.1%. If each stock has a standard deviation of 30% and the stocks have a correlation of 0.45 with each other, your portfolio's expected return is closest to