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 $11\mathrm{.}00\%$ and the risk$-$free rate is

$2\mathrm{.}00\%.$ What rate of return should investors expect $($and require$)$ on

this fund? Do not round your intermediate calculations.Stock Amount BetaA $$1,075,0001\mathrm{.}20$B $$675,0000\mathrm{.}50$C $$750,0001\mathrm{.}40$D $$500,0000\mathrm{.}75$$$3,000,000$Possible answers$11\mathrm{.}16\%10\mathrm{.}82\%9\mathrm{.}93\%9\mathrm{.}37\%9\mathrm{.}71\%$