Security $1$ has an expected return of $16\%$ and beta of $1\mathrm{.}12$ and Security $2$ has an expected return of $12\mathrm{.}5\%$ and beta of $0\mathrm{.}94.$ Assume you want to construct a portfollo from those two securities$.$ What is the expected return on your portfolio if you invest $$800,000$ in Security $1$ and $$200,000$ in Security $2?$

Multiple Choice

$15\mathrm{.}6\%$

$14\mathrm{.}9\%$

$14\mathrm{.}3\%$

$15\mathrm{.}8\%$

$15\mathrm{.}3\%$