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 DeviationBeta 2.4 2.8 Responsible Diamonds Market T-Bills 13.7% 12% 5.0% 1% 35% 33.40% 15% 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 retun on your portolo would have been%. (Round to two decimal places)