You hold a portfolio with the following securities: Security Portfolio weight Beta Expected Return D-Corporation 21% 3.3 35% E-Corporation 37% 1.6 19% F-Corporation remaining 0.1 4% Note: Portfolio weights must add up to 100%. What is the expected portfolio return, to the nearest 0.01%? Drop the % symbol. E.g., if your answer is 21.925%, record it as 21.93