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 11.00% and the risk-free rate is 2.00%. What rate of return should investors expect (and require) on this fund? Do not round your intermediate calculations. Stock Amount Beta A 1.20 B 0.50 C $1,075,000 $675,000 $750,000 $500,000 $3,000,000 1.40 D 0.75 a. 9.93% b. 11.16% c. 9.71% d. 10.82% e. 9.37%