A portfolio consists of the following four stocks. The dollar investment and beta on each of the stocks are listed below: Stock A B Investment $200,000 $800,000 $1,500,000 $2,500,000 Beta 0.5 0.8 1.5 -0.25 If the expected return on the market is 11% and the risk-free rate is 4%, what is the portfolio's required rate of return? 3.31% a. 6.55% O b. 9.20% C. d. 7.31% 5.20% e