Calculate the required rate of return for the Wagner Assets Management Group, which holds four securities. The markets required rate of return is 12%, the risk-free rate is 4%, and the Fund's assets are as follows:

Stock Investment Beta

A $200,000 1.50

B $300,000 -0.50

C $500,000 1.25

D $1,000,000 0.75

Group of answer choices

8.56%

13.1%

10.1%

9.75%