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Assume that you are the portfolio manager of the SF Fund, a $ 3 million hedge fund that contains the following stocks. The required rate

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.
\table[[Stock,Amount,Beta],[A,$1,075,000,1.20],[B,$675,000,0.50],[C,$750,000,1.40],[D,$500,000,0.75],[,$3,000,000,]]
11.16%
9.93%
9.37%
10.82%
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