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%	2.7
Diamonds	8%	30.40%	2.2
Market	4.0%	12%	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

nothing%