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 Diamonds Market 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 ___%.