Consider the following information and then calculate the required rate of return for the Anna Rose Investment Fund, which holds 4 stocks. The market's required rate of return is 15.0%, the risk-free rate is 7.0%, 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

a.10.67%

b.11.23%

c.11.82%

d.12.45%

e.13.10%