Assume that you are the portfolio manager of the SF Fund, a $$6$ million hedge fund that contains the following stocks. The required rate of return on the market is $11\mathrm{.}50\%$ and the risk$-$free rate is $1\mathrm{.}60\%.$ What rate of return should investors expect $($and require$)$ on this fund? Do not round your intermediate calculations.

Stock Amount Beta

A $$1,650,0001\mathrm{.}20$

B $$1,440,0000\mathrm{.}50$

C $$1,530,0001\mathrm{.}40$

D $$1,380,0000\mathrm{.}75$

$$6,000,000$

a$.11\mathrm{.}30\%$

b$.9\mathrm{.}90\%$

c$.12\mathrm{.}86\%$

d$.9\mathrm{.}70\%$

e$.11\mathrm{.}13\%$