24. A money manager is holding a $100 llion portfolio that consists of the following five stocks: Stock Amount Invested Beta $40 million 1.3 $20 milion 2.3 $20 million 0.5 $10 milion 2.6 $10 millon 1.9 The portfolio has a required return of 22.24%. The market risk premium is 10.86%, what is the required rate of return on Stock D? (a) 21.50% (b) 30.23% (c) 33.86% (d) 28.24% (e) 39.61%