Assume that you are the portfolio manager of the Coastal Fund, a $3 million hedge fund that contains the following stocks. The required rate of return on the market is 14.00% and the risk-free rate is 6.00%. What rate of return should investors expect (and require) on this fund? Amount Beta Stock A $1,075,000 1.20 Stock B 675,000 0.50 Stock C 750,000 1.40 Stock D 500,000 0.75 $3,000,000 Possible Answers a. 13.44% b. 13.79% c. 14.14% d. 14.49% e. 14.86%