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 $1,325,000 1.20 B $675,000 0.50 $500,000 1.40 D $500,000 0.75 $3,000,000 , O O O a. 9.69% b. 12.00% c. 11.01% d. 10.90% e. 12.11%