C Suppose you manage a $120,000,000 fund that consists of four stocks with the following investments: Stock Investment Beta A $31,200,000 2.6 B $4,200,000 2.39 $33,000,000 3.28 D $45,600,000 -0.66 $6,000,000 -1.73 If the market's required rate of return is 15.0% and the risk-free rate is 5.0%, what is the fund's required rate of return? 20.34% 21.10% E 18.24% 2.70% 14.05%