A financial consultant is evaluating the expected returns of a new investment vehicle designed to replicate the trend movements of the China Shanghai Composite Stock Market Index (SHANGHAI), but with twice the volatility. The SHANGHAI Index has an expected annual return of 7.6% and a volatility of 14.0%, while the risk-free rate is 3.0% per annum. Assuming that the correlation between the returns of the investment vehicle and the SHANGHAI Index is 1.0, what would be the expected return of the fund according to the Capital Asset Pricing Model (CAPM)?