Your portfolio consists of two assets: $10,000 of Ford stock and $15,000 of Goldman Sachs stock. The expected annual returns for Ford's and GS's stock are 7.7% and 12.8%, respectively. The correlation between these two investments is 0.25. What is the expected return of your portfolio? 6.6% 8.1% 10.8% 11.3% 12.5% greater than 13%