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 Beta A 1.20 0.50 B Amount $525,000 $675,000 $1,300,000 $500,000 $3,000,000 1.40 0.75 D O a. 11.49% 6.9.88% c. 9.53% d. 10.68% e. 13.67%