You have gathered the following information on your investments. What is the expected return on the portfolio?

Stock	Number of Shares				Price per Share				Expected Return
F		410			$	50				13.72	%
G		365			$	36				10.45	%
H		305			$	62				10.89	%

12.80%

11.88%

13.26%

12.34%

11.69%

The risk-free rate is 2.3 percent and the market expected return is 12 percent. What is the expected return of a stock that has a beta of .87?

9.55%

12.74%

11.74%

10.74%

13.80%