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? Hint: Like homework 8-7, leverage the CAPM model: Rp = Rrf + (Rm - Rrf)b. Recall that the portfolio beta (b) is the weighted average of the individual stock beta's. Stock Amount Beta A $525,000 1.20 B $675,000 0.50 $1,300,000 1.40 D $500,000 0.75 $3,000,000 O 13.67% 0 9.53% O 10.68% 9.88% O 11.49%