An investor is forming a portfolio by investing $400,000 in Ananya Co. which has a beta of 1.25 and $600,000 in Wagner Co. which has a beta of 1.50. The required return on the market is equal to 14 percent and the risk free rate is 6 percent. What is the required rate of return on the investor's portfolio O a. 11.04% O b. 11.60% O c. 14.23% O d. 17.20% e, none of the above