30. Chapter MC, Section 8, Problem 146 Assume that you are the portfolio manager of the SF Fund, a $3 million hedge fund that contains the following stocks. The required rate of return on the market is 11.00% and the risk-free rate is 2.00%. What rate of return should investors expect and require) on this fund? Do not round your intermediate calculations. Stock Amount Beta $1,075,000 1.20 B $675,000 0.50 $750,000 1.40 $500,000 0.75 $3,000,000 Ca. 11.169 Ob. 9.939 D OC 10.829 Od. 9.379 O. 9.719