You have put together a portfolio of 3 stocks. Stock A has an expected return of 12%. Stock B has an expected return of 8%. Stock C has an expected return of 15%. You have 5% of your money in Stock A, 15% of your money in Stock B, and the remaining 80% in Stock C. The correlation between A and B is 0.30, the correlation between A and C is 0.65, and the correlation between B and C is 0.10. What is the expected return for your portfolio? Only round your final answer.

Group of answer choices

13.80%

11.67%

9.72%

14.44%

None of the above are correct.