7. of return should investors require on their investment in this fund? return in the market is 11.25% and the risk-free rate is 3.25%. You plan to invest in a Hedge Fund, which has total capital of $500 million invested in 5 stocks: Stock A B C D E Investment Beta 0.95 1.85 1.60 1.10 0.95 $140 mil 120 mil 100 mil 80 mil 60 mil The risk free rate is 4.50% and you believe the following probability distribution for future market returns is realistic: Probability 0.1 0.2 0.4 0.2 0.1 Market Return 4% 5 790 10 What is the market required return of the fund portfolio