10. The table below presents performance data for two mutual funds over the last 5 years? -- the Socially Responsible? Fund, and the Diamonds Are Forever Resource Fund. The table also includes information on the returns of the market index and? T-Bills over the same period. Use this information to answer the question that follows.

	Return	Standard Deviation	Beta
Responsible	14.4%	37%	2.4
Diamonds	9%	32.30%	2.7
Market	6.0%	15%	1
T-Bills	1%	N/A	N/A

If you had invested in the market portfolio and? T-Bills in such a way as to match the beta of Diamonds Are? Forever, then what return would you have? earned?

The return on your portfolio would have been (?%) (Round to two decimal places.)